+306.4%
CSCO vs STM
+398.5%
-92.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.1% |
| 7D | -10.2% | -10.7% | +0.5% | -7.7% |
| 30D | -20.1% | -25.7% | +5.7% | -14.0% |
| 3M | -22.1% | -21.6% | -0.5% | -17.6% |
| 6M | +3.2% | -27.8% | +31.0% | +9.3% |
| YTD | +24.1% | +61.8% | -37.7% | +5.3% |
| 1Y | +34.6% | +78.1% | -43.5% | +11.1% |
| 3Y | +90.0% | +4.9% | +85.1% | +70.9% |
| 5Y | +88.6% | -14.3% | +102.8% | +73.0% |
| All | +306.4% | +398.5% | -92.0% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling