+4,437.1%
SNDK vs CSCO
+75.4%
+4,361.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -6.7% |
| 7D | -6.1% | +2.7% | -8.8% | -8.1% |
| 30D | +21.5% | -9.5% | +31.0% | +29.2% |
| 3M | -13.2% | -7.6% | -5.6% | -8.5% |
| 6M | +149.2% | +44.9% | +104.3% | +79.5% |
| YTD | +588.1% | +47.7% | +540.4% | +362.0% |
| 1Y | +1,837.5% | +69.1% | +1,768.5% | +990.4% |
| All | +4,437.1% | +75.4% | +4,361.7% | +2,253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling