+4,601.6%
SNDK vs CSCO
+68.0%
+4,533.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.2% | -2.7% |
| 7D | +8.8% | -1.1% | +9.9% | +9.8% |
| 30D | +33.2% | -10.8% | +44.0% | +43.1% |
| 3M | +3.0% | -9.2% | +12.2% | +10.5% |
| 6M | +173.5% | +39.5% | +133.9% | +102.9% |
| YTD | +613.0% | +41.5% | +571.5% | +395.2% |
| 1Y | +2,189.8% | +61.0% | +2,128.8% | +1,244.1% |
| All | +4,601.6% | +68.0% | +4,533.6% | +2,422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 3y: compounded portfolio wealth divided by compounded CSCO 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…
3y analysis · Full analysis span regression · 6 months rolling