-7.3%
COST vs STRL
+72.5%
-79.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -2.8% | +8.2% | -11.0% | -2.5% |
| 30D | -5.3% | -6.3% | +1.0% | -5.4% |
| 3M | -6.7% | -41.2% | +34.5% | -7.8% |
| 6M | -9.9% | +20.4% | -30.3% | -10.3% |
| YTD | +5.1% | +61.7% | -56.6% | +6.6% |
| 1Y | -7.3% | +72.7% | -80.0% | -4.7% |
| All | -7.3% | +72.5% | -79.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling