+45.9%
CSCO vs STRL
-30.1%
+76.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.5% | +22.1% | +2.8% |
| 7D | -6.1% | -27.1% | +21.0% | -3.3% |
| 30D | -8.2% | -45.8% | +37.6% | -2.6% |
| 3M | -14.6% | -47.6% | +33.1% | -9.3% |
| 6M | +12.7% | -46.4% | +59.1% | +19.1% |
| YTD | +37.0% | -7.4% | +44.4% | +36.1% |
| 1Y | +45.9% | -25.9% | +71.8% | +44.6% |
| All | +45.9% | -30.1% | +76.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling