+26,521.4%
CSCO vs SNPS
+6,355.4%
+20,166.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -4.7% | -0.6% | -4.0% | -4.4% |
| 30D | -17.1% | -9.8% | -7.3% | -14.0% |
| 3M | -19.6% | +11.7% | -31.3% | -23.7% |
| 6M | +2.4% | -10.9% | +13.4% | +5.0% |
| YTD | +29.8% | -2.1% | +31.9% | +27.0% |
| 1Y | +38.7% | +14.8% | +23.9% | +27.7% |
| 3Y | +101.3% | -11.3% | +112.7% | +84.2% |
| 5Y | +94.8% | +36.2% | +58.6% | +44.4% |
| 10Y | +324.2% | +684.5% | -360.3% | +54.9% |
| All | +26,521.4% | +6,355.4% | +20,166.0% | +3,712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling