+88.1%
CSCO vs STLA
-70.1%
+158.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -10.2% | -4.5% | -5.7% | -9.6% |
| 30D | -20.1% | -3.9% | -16.1% | -19.7% |
| 3M | -22.4% | -20.2% | -2.2% | -20.1% |
| 6M | +2.8% | -42.2% | +45.0% | +11.0% |
| YTD | +23.6% | -59.3% | +82.9% | +40.0% |
| 1Y | +34.0% | -56.1% | +90.1% | +49.2% |
| 3Y | +89.3% | -73.7% | +162.9% | +123.8% |
| All | +88.1% | -70.1% | +158.1% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling