+335.7%
CSCO vs STLA
-3.1%
+338.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.3% | +2.5% |
| 7D | +6.6% | -13.1% | +19.6% | +9.7% |
| 30D | -11.3% | -13.3% | +1.9% | -9.0% |
| 3M | -17.3% | -27.9% | +10.5% | -12.1% |
| 6M | +3.5% | -47.8% | +51.4% | +17.8% |
| YTD | +34.9% | -64.6% | +99.4% | +64.6% |
| 1Y | +40.5% | -64.0% | +104.5% | +70.3% |
| 3Y | +109.3% | -76.8% | +186.1% | +171.4% |
| 5Y | +105.9% | -74.2% | +180.0% | +150.1% |
| All | +335.7% | -3.1% | +338.8% | +250.4% |
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