+104.4%
COST vs STLA
-63.2%
+167.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.6% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -5.3% | -5.2% | -0.1% | -4.8% |
| 3M | -6.7% | -24.9% | +18.2% | -3.9% |
| 6M | -9.9% | -25.2% | +15.2% | -7.6% |
| YTD | +5.1% | -51.4% | +56.6% | +13.3% |
| 1Y | -7.3% | -40.7% | +33.4% | -3.9% |
| 3Y | +70.4% | -66.3% | +136.7% | +88.4% |
| 5Y | +104.4% | -63.2% | +167.7% | +111.8% |
| All | +104.4% | -63.2% | +167.6% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling