+189,363.8%
CSCO vs STT
+6,566.1%
+182,797.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -10.2% | -2.5% | -7.7% | -9.3% |
| 30D | -20.1% | -5.0% | -15.1% | -18.5% |
| 3M | -22.4% | -10.5% | -11.9% | -19.2% |
| 6M | +2.8% | +10.0% | -7.2% | -0.7% |
| YTD | +23.6% | +30.7% | -7.1% | +12.0% |
| 1Y | +34.0% | +43.8% | -9.7% | +17.3% |
| 3Y | +89.3% | +168.1% | -78.8% | +31.5% |
| 5Y | +87.9% | +101.4% | -13.5% | +39.6% |
| 10Y | +314.9% | +211.3% | +103.6% | +147.4% |
| All | +189,363.8% | +6,566.1% | +182,797.7% | +23,390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling