-5.1%
COST vs STLA
-40.1%
+35.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -3.8% | +1.3% | -2.6% |
| 30D | -4.4% | -3.1% | -1.3% | -4.5% |
| 3M | -8.1% | -19.6% | +11.5% | -8.6% |
| 6M | -9.2% | -23.5% | +14.2% | -9.8% |
| YTD | +5.1% | -51.5% | +56.6% | +3.0% |
| 1Y | -5.1% | -39.7% | +34.6% | -8.0% |
| All | -5.1% | -40.1% | +35.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling