+105.9%
CSCO vs STM
-4.9%
+110.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +6.6% | +16.3% | -9.7% | +2.9% |
| 30D | -11.3% | -6.3% | -5.1% | -10.3% |
| 3M | -17.3% | -14.1% | -3.2% | -14.9% |
| 6M | +3.5% | -19.6% | +23.1% | +6.5% |
| YTD | +34.9% | +80.1% | -45.3% | +15.0% |
| 1Y | +40.5% | +95.4% | -54.9% | +17.5% |
| 3Y | +109.3% | +14.7% | +94.6% | +87.4% |
| 5Y | +105.9% | -5.4% | +111.3% | +82.8% |
| All | +105.9% | -4.9% | +110.8% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling