+12,068.6%
COST vs STRL
+11,595.6%
+473.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.4% |
| 7D | +5.0% | +15.7% | -10.7% | +4.6% |
| 30D | +12.8% | -35.5% | +48.3% | +13.9% |
| 3M | +15.2% | -47.1% | +62.3% | +16.8% |
| 6M | +7.4% | -65.8% | +73.2% | +9.8% |
| YTD | +29.0% | -4.5% | +33.6% | +27.4% |
| 1Y | +20.3% | -10.5% | +30.8% | +18.9% |
| 3Y | +99.0% | +340.6% | -241.6% | +86.2% |
| 5Y | +125.7% | +911.0% | -785.4% | +105.6% |
| 10Y | +775.3% | +3,727.1% | -2,951.8% | +661.9% |
| All | +12,068.6% | +11,595.6% | +473.0% | +9,811.1% |
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