+9,097.4%
CSCO vs STM
+2,016.3%
+7,081.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.2% |
| 7D | -2.8% | +1.4% | -4.2% | -3.5% |
| 30D | -12.6% | -8.4% | -4.3% | -10.1% |
| 3M | -16.0% | -15.8% | -0.2% | -11.0% |
| 6M | +2.8% | -22.8% | +25.7% | +8.8% |
| YTD | +33.2% | +79.4% | -46.1% | -2.9% |
| 1Y | +43.1% | +97.0% | -53.9% | +0.1% |
| 3Y | +106.7% | +14.2% | +92.5% | +64.8% |
| 5Y | +103.6% | -4.5% | +108.0% | +64.6% |
| 10Y | +330.5% | +463.1% | -132.6% | +29.1% |
| All | +9,097.4% | +2,016.3% | +7,081.0% | +1,439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling