+99.0%
COST vs STLA
-77.1%
+176.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +5.0% | -13.8% | +18.8% | +5.8% |
| 30D | +12.8% | -10.5% | +23.4% | +13.4% |
| 3M | +15.2% | -28.9% | +44.0% | +17.0% |
| 6M | +7.4% | -49.7% | +57.1% | +11.1% |
| YTD | +29.0% | -64.9% | +94.0% | +36.3% |
| 1Y | +20.3% | -64.0% | +84.3% | +26.6% |
| 3Y | +99.0% | -77.4% | +176.4% | +115.3% |
| All | +99.0% | -77.1% | +176.1% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling