+604.2%
COST vs STLA
+51.6%
+552.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -3.8% | +1.3% | -2.0% |
| 30D | -4.4% | -3.1% | -1.3% | -4.2% |
| 3M | -8.1% | -19.6% | +11.5% | -5.9% |
| 6M | -9.2% | -23.5% | +14.2% | -6.9% |
| YTD | +5.1% | -51.5% | +56.6% | +13.7% |
| 1Y | -5.1% | -39.7% | +34.6% | -1.2% |
| 3Y | +70.4% | -66.3% | +136.7% | +88.7% |
| 5Y | +104.7% | -63.1% | +167.8% | +118.9% |
| All | +604.2% | +51.6% | +552.6% | +542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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