+2,143.3%
COST vs STLA
+263.8%
+1,879.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -3.1% | +2.6% | -5.7% | -3.4% |
| 30D | -2.8% | -1.2% | -1.5% | -2.8% |
| 3M | -5.7% | -24.8% | +19.1% | -3.3% |
| 6M | -8.8% | -25.6% | +16.8% | -6.6% |
| YTD | +6.7% | -48.9% | +55.6% | +12.7% |
| 1Y | -3.6% | -38.8% | +35.1% | -0.6% |
| 3Y | +75.1% | -64.5% | +139.6% | +88.1% |
| 5Y | +108.9% | -62.4% | +171.3% | +120.1% |
| 10Y | +586.2% | +55.4% | +530.8% | +536.0% |
| All | +2,143.3% | +263.8% | +1,879.5% | +1,920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling