+29,404.2%
CSCO vs SNPS
+5,427.6%
+23,976.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +2.5% |
| 7D | -0.7% | -11.0% | +10.4% | +3.4% |
| 30D | -10.1% | -1.7% | -8.4% | -10.2% |
| 3M | -15.7% | -20.4% | +4.7% | -9.3% |
| 6M | +36.3% | -8.6% | +44.9% | +38.3% |
| YTD | +43.8% | -16.2% | +60.0% | +49.6% |
| 1Y | +63.9% | -34.6% | +98.5% | +76.5% |
| 3Y | +104.4% | -14.5% | +118.8% | +89.4% |
| 5Y | +111.4% | +17.0% | +94.4% | +66.0% |
| 10Y | +361.7% | +560.0% | -198.4% | +80.4% |
| All | +29,404.2% | +5,427.6% | +23,976.6% | +4,390.7% |
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