+366.8%
CSCO vs STLA
+48.0%
+318.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.6% |
| 7D | -0.5% | +0.7% | -1.3% | -0.7% |
| 30D | -10.1% | -2.4% | -7.7% | -9.8% |
| 3M | -11.7% | -23.9% | +12.1% | -6.9% |
| 6M | +40.1% | -24.6% | +64.7% | +47.4% |
| YTD | +43.8% | -50.5% | +94.3% | +64.0% |
| 1Y | +66.6% | -39.8% | +106.5% | +79.2% |
| 3Y | +108.5% | -65.6% | +174.1% | +147.8% |
| 5Y | +114.0% | -62.1% | +176.0% | +139.3% |
| 10Y | +366.8% | +47.8% | +319.0% | +274.8% |
| All | +366.8% | +48.0% | +318.8% | +274.8% |
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