+106.2%
COST vs STRL
+2,093.0%
-1,986.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.8% |
| 7D | -3.2% | +10.1% | -13.3% | -3.6% |
| 30D | -4.0% | -8.2% | +4.2% | -3.7% |
| 3M | -6.5% | -43.7% | +37.2% | -4.0% |
| 6M | -8.5% | +27.1% | -35.6% | -13.3% |
| YTD | +6.0% | +64.0% | -58.0% | -2.2% |
| 1Y | -5.8% | +75.2% | -81.0% | -14.8% |
| 3Y | +71.8% | +539.9% | -468.1% | +24.8% |
| 5Y | +106.2% | +2,133.0% | -2,026.8% | +16.8% |
| All | +106.2% | +2,093.0% | -1,986.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling