+2,071.0%
STX vs CSCO
+325.8%
+1,745.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.1% | +4.7% | +6.5% |
| 7D | -14.8% | -2.9% | -11.8% | -12.5% |
| 30D | -35.4% | -16.7% | -18.7% | -26.7% |
| 3M | -37.7% | -18.4% | -19.2% | -29.5% |
| 6M | -35.2% | +2.9% | -38.2% | -37.1% |
| YTD | +84.4% | +30.4% | +54.0% | +52.1% |
| 1Y | +82.3% | +41.4% | +40.9% | +42.3% |
| 3Y | +646.2% | +104.7% | +541.6% | +349.4% |
| 5Y | +487.4% | +96.9% | +390.5% | +258.4% |
| 10Y | +2,071.0% | +321.5% | +1,749.6% | +692.7% |
| All | +2,071.0% | +325.8% | +1,745.2% | +692.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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