+89.3%
CSCO vs STT
+165.4%
-76.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -10.2% | -2.5% | -7.7% | -9.1% |
| 30D | -20.1% | -5.0% | -15.1% | -18.2% |
| 3M | -22.4% | -10.5% | -11.9% | -18.6% |
| 6M | +2.8% | +10.0% | -7.2% | -1.3% |
| YTD | +23.6% | +30.7% | -7.1% | +10.0% |
| 1Y | +34.0% | +43.8% | -9.7% | +14.5% |
| 3Y | +89.3% | +168.1% | -78.8% | +17.7% |
| All | +89.3% | +165.4% | -76.1% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling