+545.0%
CSCO vs STLA
+189.9%
+355.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -10.2% | -4.5% | -5.7% | -9.5% |
| 30D | -20.1% | -3.9% | -16.1% | -19.7% |
| 3M | -22.1% | -20.2% | -1.9% | -19.5% |
| 6M | +3.2% | -42.2% | +45.4% | +12.3% |
| YTD | +24.1% | -59.3% | +83.4% | +41.6% |
| 1Y | +34.6% | -56.1% | +90.6% | +51.1% |
| 3Y | +90.0% | -73.7% | +163.6% | +127.1% |
| 5Y | +88.6% | -70.3% | +158.9% | +115.6% |
| 10Y | +316.5% | +23.1% | +293.4% | +273.0% |
| All | +545.0% | +189.9% | +355.2% | +448.0% |
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