+40.4%
CSCO vs SNXX
+427.0%
-386.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | +0.2% |
| 7D | 0.0% | +27.3% | -27.3% | -0.8% |
| 30D | -10.7% | +89.3% | -100.0% | -13.0% |
| 3M | -8.7% | -29.6% | +20.8% | -9.4% |
| 6M | +44.9% | +324.4% | -279.5% | +36.6% |
| All | +40.4% | +427.0% | -386.7% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling