+88.8%
CSCO vs SNPS
+31.8%
+57.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.4% |
| 7D | -10.2% | -3.7% | -6.5% | -9.6% |
| 30D | -20.1% | -10.4% | -9.7% | -18.5% |
| 3M | -22.1% | +11.0% | -33.0% | -23.8% |
| 6M | +3.2% | -10.7% | +13.9% | +4.7% |
| YTD | +24.1% | -4.1% | +28.2% | +23.7% |
| 1Y | +34.6% | +13.7% | +20.8% | +30.1% |
| 3Y | +90.0% | -8.1% | +98.0% | +77.4% |
| All | +88.8% | +31.8% | +57.0% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling