+8,433.5%
CSCO vs STM
+1,808.6%
+6,624.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.8% |
| 7D | -10.2% | -10.7% | +0.5% | -6.2% |
| 30D | -20.1% | -25.7% | +5.7% | -10.4% |
| 3M | -22.4% | -21.6% | -0.8% | -15.5% |
| 6M | +2.8% | -27.8% | +30.6% | +11.6% |
| YTD | +23.6% | +61.8% | -38.1% | -6.0% |
| 1Y | +34.0% | +78.1% | -44.1% | -2.3% |
| 3Y | +89.3% | +4.9% | +84.4% | +56.1% |
| 5Y | +87.9% | -14.3% | +102.1% | +58.6% |
| 10Y | +314.9% | +414.1% | -99.2% | +29.0% |
| All | +8,433.5% | +1,808.6% | +6,624.9% | +1,389.0% |
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 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