+94.8%
CSCO vs STLD
+289.0%
-194.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.3% |
| 7D | -4.7% | -4.7% | 0.0% | -3.7% |
| 30D | -17.1% | -0.9% | -16.1% | -16.9% |
| 3M | -19.6% | -11.9% | -7.7% | -17.7% |
| 6M | +2.4% | +0.9% | +1.5% | +1.8% |
| YTD | +29.8% | +40.4% | -10.7% | +20.1% |
| 1Y | +38.7% | +56.6% | -17.9% | +25.5% |
| 3Y | +101.3% | +125.5% | -24.1% | +66.1% |
| 5Y | +94.8% | +292.8% | -198.0% | +39.9% |
| All | +94.8% | +289.0% | -194.1% | +39.9% |
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