+308.5%
CSCO vs SNPS
+635.4%
-326.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -5.8% |
| 7D | +1.9% | +1.1% | +0.9% | +1.7% |
| 30D | -15.8% | -5.2% | -10.7% | -14.5% |
| 3M | -15.4% | +10.6% | -25.9% | -18.5% |
| 6M | -5.4% | -10.6% | +5.2% | -3.2% |
| YTD | +26.5% | -3.1% | +29.5% | +25.0% |
| 1Y | +25.9% | +15.6% | +10.3% | +17.7% |
| 3Y | +97.5% | -12.9% | +110.5% | +81.6% |
| 5Y | +93.0% | +31.2% | +61.8% | +41.6% |
| All | +308.5% | +635.4% | -326.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling