+106.4%
CSCO vs STRL
+484.5%
-378.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | -0.1% |
| 7D | -0.7% | +3.4% | -4.1% | -1.1% |
| 30D | -10.1% | -9.2% | -0.9% | -9.3% |
| 3M | -15.7% | -51.0% | +35.4% | -9.4% |
| 6M | +36.3% | +15.8% | +20.5% | +30.1% |
| YTD | +43.8% | +58.9% | -15.0% | +31.7% |
| 1Y | +63.9% | +68.5% | -4.6% | +46.9% |
| All | +106.4% | +484.5% | -378.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling