+65,612.3%
CSCO vs STRL
+11,964.0%
+53,648.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.3% |
| 7D | +6.6% | +23.4% | -16.9% | +5.4% |
| 30D | -11.3% | -39.5% | +28.2% | -9.3% |
| 3M | -17.3% | -45.1% | +27.7% | -15.1% |
| 6M | +3.5% | -64.6% | +68.1% | +8.2% |
| YTD | +34.9% | -1.5% | +36.4% | +33.1% |
| 1Y | +40.5% | -20.8% | +61.3% | +39.9% |
| 3Y | +109.3% | +353.1% | -243.9% | +89.8% |
| 5Y | +105.9% | +942.9% | -837.0% | +78.6% |
| 10Y | +335.8% | +3,847.6% | -3,511.8% | +252.2% |
| All | +65,612.3% | +11,964.0% | +53,648.3% | +49,067.3% |
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