+97.5%
CSCO vs STLA
-77.1%
+174.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.1% |
| 7D | +1.9% | -13.8% | +15.7% | +3.3% |
| 30D | -15.8% | -10.5% | -5.3% | -15.1% |
| 3M | -15.4% | -28.9% | +13.5% | -12.8% |
| 6M | -5.4% | -49.7% | +44.3% | +1.1% |
| YTD | +26.5% | -64.9% | +91.4% | +40.0% |
| 1Y | +25.9% | -64.0% | +89.9% | +38.6% |
| 3Y | +97.5% | -77.4% | +175.0% | +96.9% |
| All | +97.5% | -77.1% | +174.7% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling