+44.9%
CSCO vs SNXX
+443.4%
-398.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | +0.1% |
| 7D | 0.0% | +27.3% | -27.3% | -1.0% |
| 30D | -10.7% | +89.3% | -100.0% | -13.3% |
| 3M | -8.7% | -29.6% | +20.8% | -9.3% |
| 6M | +44.9% | +324.4% | -279.5% | +32.0% |
| All | +44.9% | +443.4% | -398.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 6mo: compounded portfolio wealth divided by compounded SNXX 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…
6mo analysis · Full analysis span regression · 6 months rolling