+96.5%
COST vs STRL
+354.9%
-258.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.4% |
| 7D | +2.5% | +23.4% | -20.9% | +2.4% |
| 30D | +14.6% | -39.5% | +54.1% | +15.1% |
| 3M | +15.2% | -45.1% | +60.2% | +15.8% |
| 6M | +7.2% | -64.6% | +71.8% | +8.8% |
| YTD | +27.4% | -1.5% | +28.9% | +21.0% |
| 1Y | +20.2% | -20.8% | +41.0% | +15.6% |
| All | +96.5% | +354.9% | -258.4% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling