+306.4%
CSCO vs STRL
+3,580.1%
-3,273.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.5% |
| 7D | -10.2% | -26.9% | +16.7% | -6.4% |
| 30D | -20.1% | -52.7% | +32.6% | -11.1% |
| 3M | -22.1% | -52.8% | +30.8% | -13.6% |
| 6M | +3.2% | -71.5% | +74.7% | +21.8% |
| YTD | +24.1% | -17.4% | +41.5% | +20.4% |
| 1Y | +34.6% | -35.0% | +69.5% | +34.9% |
| 3Y | +90.0% | +239.2% | -149.2% | +35.9% |
| 5Y | +88.6% | +830.2% | -741.6% | +8.0% |
| All | +306.4% | +3,580.1% | -3,273.6% | +71.5% |
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