+760.1%
COST vs STLA
-4.1%
+764.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +5.0% | -13.8% | +18.8% | +6.8% |
| 30D | +12.8% | -10.5% | +23.4% | +14.1% |
| 3M | +15.2% | -28.9% | +44.0% | +19.5% |
| 6M | +7.4% | -49.7% | +57.1% | +16.0% |
| YTD | +29.0% | -64.9% | +94.0% | +44.9% |
| 1Y | +20.3% | -64.0% | +84.3% | +34.3% |
| 3Y | +99.0% | -77.4% | +176.4% | +132.1% |
| 5Y | +125.7% | -74.4% | +200.1% | +152.0% |
| All | +760.1% | -4.1% | +764.2% | +749.1% |
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