+362.3%
CSCO vs STRL
+7,193.7%
-6,831.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | -0.3% |
| 7D | -0.7% | +3.4% | -4.1% | -1.2% |
| 30D | -10.1% | -9.2% | -0.9% | -9.0% |
| 3M | -15.7% | -51.0% | +35.4% | -7.3% |
| 6M | +36.3% | +15.8% | +20.5% | +27.7% |
| YTD | +43.8% | +58.9% | -15.0% | +27.7% |
| 1Y | +63.9% | +68.5% | -4.6% | +42.1% |
| 3Y | +104.4% | +485.2% | -380.9% | +36.8% |
| 5Y | +111.4% | +2,005.1% | -1,893.8% | +8.3% |
| All | +362.3% | +7,193.7% | -6,831.4% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling