+88.1%
CSCO vs STLD
+255.4%
-167.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -10.2% | -11.1% | +0.9% | -8.0% |
| 30D | -20.1% | -4.8% | -15.3% | -19.2% |
| 3M | -22.4% | -14.6% | -7.8% | -20.0% |
| 6M | +2.8% | -7.4% | +10.2% | +4.0% |
| YTD | +23.6% | +32.6% | -9.0% | +15.8% |
| 1Y | +34.0% | +47.3% | -13.3% | +22.9% |
| 3Y | +89.3% | +107.5% | -18.3% | +58.9% |
| All | +88.1% | +255.4% | -167.3% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling