+45.9%
CSCO vs STLD
+59.7%
-13.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.2% |
| 7D | -6.1% | -3.9% | -2.1% | -5.3% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -14.6% | -9.2% | -5.4% | -13.1% |
| 6M | +12.7% | +5.0% | +7.7% | +11.6% |
| YTD | +37.0% | +42.8% | -5.8% | +28.9% |
| 1Y | +45.9% | +60.1% | -14.2% | +33.1% |
| All | +45.9% | +59.7% | -13.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling