+69,972.2%
CSCO vs STRL
+19,359.6%
+50,612.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.3% |
| 7D | -0.7% | +3.4% | -4.1% | -0.8% |
| 30D | -10.1% | -9.2% | -0.9% | -9.7% |
| 3M | -15.7% | -51.0% | +35.4% | -13.0% |
| 6M | +36.3% | +15.8% | +20.5% | +33.8% |
| YTD | +43.8% | +58.9% | -15.0% | +39.0% |
| 1Y | +63.9% | +68.5% | -4.6% | +57.5% |
| 3Y | +104.4% | +485.2% | -380.9% | +83.0% |
| 5Y | +111.4% | +2,005.1% | -1,893.8% | +77.6% |
| 10Y | +361.7% | +7,118.0% | -6,756.3% | +263.4% |
| All | +69,972.2% | +19,359.6% | +50,612.6% | +51,228.8% |
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