+60,122.4%
CSCO vs STRL
+10,012.8%
+50,109.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.1% |
| 7D | -10.2% | -26.9% | +16.7% | -8.9% |
| 30D | -20.1% | -52.7% | +32.6% | -17.2% |
| 3M | -22.4% | -52.8% | +30.5% | -19.6% |
| 6M | +2.8% | -71.5% | +74.3% | +8.6% |
| YTD | +23.6% | -17.4% | +41.1% | +23.1% |
| 1Y | +34.0% | -35.0% | +69.0% | +34.8% |
| 3Y | +89.3% | +239.2% | -150.0% | +74.0% |
| 5Y | +87.9% | +830.2% | -742.3% | +64.0% |
| 10Y | +314.9% | +3,574.7% | -3,259.8% | +237.1% |
| All | +60,122.4% | +10,012.8% | +50,109.6% | +45,373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling