+321.5%
CSCO vs STLA
+21.0%
+300.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -2.9% | -6.4% | +3.4% | -1.6% |
| 30D | -16.7% | -1.3% | -15.3% | -16.7% |
| 3M | -18.4% | -19.9% | +1.5% | -15.1% |
| 6M | +2.9% | -42.9% | +45.8% | +14.9% |
| YTD | +30.4% | -59.4% | +89.9% | +54.5% |
| 1Y | +41.4% | -56.8% | +98.2% | +64.5% |
| 3Y | +104.7% | -73.1% | +177.7% | +156.3% |
| 5Y | +96.9% | -70.1% | +167.0% | +131.5% |
| 10Y | +321.5% | +19.8% | +301.7% | +266.4% |
| All | +321.5% | +21.0% | +300.5% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling