+11.9%
COST vs STT
+53.6%
-41.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.9% |
| 7D | +6.6% | -0.1% | +6.7% | +6.6% |
| 30D | +13.5% | -1.7% | +15.2% | +13.4% |
| 3M | +10.6% | -6.4% | +16.9% | +10.1% |
| 6M | +3.6% | +17.7% | -14.0% | +4.8% |
| YTD | +22.1% | +36.9% | -14.8% | +23.4% |
| 1Y | +11.9% | +52.0% | -40.1% | +12.6% |
| All | +11.9% | +53.6% | -41.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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