+647.7%
CSCO vs STLA
+263.8%
+383.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.3% |
| 7D | -0.7% | +2.6% | -3.2% | -1.1% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -15.7% | -24.8% | +9.1% | -11.8% |
| 6M | +36.3% | -25.6% | +61.8% | +42.2% |
| YTD | +43.8% | -48.9% | +92.8% | +58.6% |
| 1Y | +63.9% | -38.8% | +102.7% | +73.5% |
| 3Y | +104.4% | -64.5% | +168.9% | +132.6% |
| 5Y | +111.4% | -62.4% | +173.8% | +133.0% |
| 10Y | +361.7% | +55.4% | +306.3% | +298.7% |
| All | +647.7% | +263.8% | +383.8% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling