+113.3%
CSCO vs STLD
+292.4%
-179.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | -0.7% | +3.1% | -3.8% | -1.3% |
| 30D | -10.1% | -9.0% | -1.1% | -8.5% |
| 3M | -15.7% | -12.4% | -3.3% | -13.7% |
| 6M | +36.3% | +25.5% | +10.8% | +29.5% |
| YTD | +43.8% | +43.6% | +0.2% | +32.9% |
| 1Y | +63.9% | +87.2% | -23.3% | +43.3% |
| 3Y | +104.4% | +135.2% | -30.9% | +68.1% |
| All | +113.3% | +292.4% | -179.1% | +54.0% |
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