+220,352.3%
CSCO vs STT
+7,721.7%
+212,630.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +0.5% | -1.1% | -0.9% |
| 30D | -10.1% | +3.9% | -14.0% | -11.4% |
| 3M | -15.7% | +20.0% | -35.6% | -21.1% |
| 6M | +36.3% | +55.3% | -19.0% | +16.2% |
| YTD | +43.8% | +53.3% | -9.5% | +23.1% |
| 1Y | +63.9% | +74.7% | -10.8% | +33.6% |
| 3Y | +104.4% | +205.8% | -101.5% | +35.2% |
| 5Y | +111.4% | +145.0% | -33.7% | +46.1% |
| 10Y | +361.7% | +266.0% | +95.7% | +159.5% |
| All | +220,352.3% | +7,721.7% | +212,630.6% | +25,703.9% |
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