+106.4%
CSCO vs STM
+16.2%
+90.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.2% |
| 7D | -0.7% | +5.8% | -6.5% | -1.7% |
| 30D | -10.1% | -1.0% | -9.1% | -10.1% |
| 3M | -15.7% | -33.3% | +17.6% | -10.0% |
| 6M | +36.3% | +57.4% | -21.1% | +24.3% |
| YTD | +43.8% | +102.2% | -58.4% | +25.4% |
| 1Y | +63.9% | +99.6% | -35.7% | +42.4% |
| All | +106.4% | +16.2% | +90.2% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling