+335.7%
CSCO vs STT
+198.7%
+137.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +6.6% | +5.1% | +1.4% | +4.6% |
| 30D | -11.3% | -0.2% | -11.1% | -11.2% |
| 3M | -17.3% | -8.1% | -9.2% | -14.6% |
| 6M | +3.5% | +16.6% | -13.1% | -2.4% |
| YTD | +34.9% | +37.8% | -3.0% | +19.2% |
| 1Y | +40.5% | +46.8% | -6.3% | +21.1% |
| 3Y | +109.3% | +181.2% | -71.9% | +40.0% |
| 5Y | +105.9% | +105.1% | +0.7% | +49.0% |
| All | +335.7% | +198.7% | +137.0% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling