+199,826.1%
CSCO vs STT
+6,816.8%
+193,009.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.0% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -16.7% | -2.3% | -14.3% | -15.9% |
| 3M | -18.4% | -7.0% | -11.5% | -16.3% |
| 6M | +2.9% | +15.5% | -12.6% | -2.3% |
| YTD | +30.4% | +35.6% | -5.2% | +16.7% |
| 1Y | +41.4% | +47.9% | -6.5% | +22.6% |
| 3Y | +104.7% | +181.1% | -76.4% | +39.9% |
| 5Y | +96.9% | +108.2% | -11.2% | +44.7% |
| 10Y | +321.5% | +201.0% | +120.5% | +154.4% |
| All | +199,826.1% | +6,816.8% | +193,009.3% | +24,373.7% |
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 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