+604.2%
COST vs STRL
+6,846.4%
-6,242.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -2.5% | +5.4% | -7.9% | -2.8% |
| 30D | -4.4% | -9.0% | +4.5% | -4.0% |
| 3M | -8.1% | -37.1% | +29.0% | -6.0% |
| 6M | -9.2% | +17.8% | -27.1% | -13.2% |
| YTD | +5.1% | +58.3% | -53.2% | -2.2% |
| 1Y | -5.1% | +61.0% | -66.1% | -12.6% |
| 3Y | +70.4% | +517.8% | -447.5% | +33.3% |
| 5Y | +104.7% | +2,119.0% | -2,014.3% | +39.6% |
| All | +604.2% | +6,846.4% | -6,242.2% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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