+11,914.6%
COST vs STRL
+11,964.0%
-49.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.4% |
| 7D | +2.5% | +23.4% | -20.9% | +1.9% |
| 30D | +14.6% | -39.5% | +54.1% | +15.9% |
| 3M | +15.2% | -45.1% | +60.2% | +16.7% |
| 6M | +7.2% | -64.6% | +71.8% | +9.5% |
| YTD | +27.4% | -1.5% | +28.9% | +25.7% |
| 1Y | +20.2% | -20.8% | +41.0% | +19.2% |
| 3Y | +96.9% | +353.1% | -256.3% | +84.1% |
| 5Y | +122.8% | +942.9% | -820.1% | +102.9% |
| 10Y | +764.3% | +3,847.6% | -3,083.4% | +651.7% |
| All | +11,914.6% | +11,964.0% | -49.4% | +9,678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling