+91.5%
CSCO vs STRL
+906.9%
-815.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.2% | -5.8% |
| 7D | +1.9% | +15.7% | -13.7% | -0.1% |
| 30D | -15.8% | -35.5% | +19.6% | -11.6% |
| 3M | -15.4% | -47.1% | +31.8% | -9.1% |
| 6M | -5.4% | -65.8% | +60.4% | +6.4% |
| YTD | +26.5% | -4.5% | +31.0% | +21.1% |
| 1Y | +25.9% | -10.5% | +36.4% | +21.3% |
| 3Y | +97.5% | +340.6% | -243.1% | +42.4% |
| All | +91.5% | +906.9% | -815.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling