+104.7%
CSCO vs STLD
+115.4%
-10.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.6% |
| 7D | -2.9% | -9.7% | +6.8% | -0.7% |
| 30D | -16.7% | -4.5% | -12.1% | -15.8% |
| 3M | -18.4% | -13.1% | -5.4% | -16.1% |
| 6M | +2.9% | -2.8% | +5.7% | +3.2% |
| YTD | +30.4% | +35.3% | -4.9% | +21.2% |
| 1Y | +41.4% | +51.4% | -10.0% | +28.0% |
| 3Y | +104.7% | +117.9% | -13.3% | +63.5% |
| All | +104.7% | +115.4% | -10.7% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling