+749.2%
COST vs STT
+198.7%
+550.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | +5.1% | -2.6% | +1.5% |
| 30D | +14.6% | -0.2% | +14.8% | +14.5% |
| 3M | +15.2% | -8.1% | +23.3% | +16.9% |
| 6M | +7.2% | +16.6% | -9.4% | +3.6% |
| YTD | +27.4% | +37.8% | -10.4% | +18.8% |
| 1Y | +20.2% | +46.8% | -26.6% | +10.5% |
| 3Y | +96.9% | +181.2% | -84.3% | +56.6% |
| 5Y | +122.8% | +105.1% | +17.7% | +83.8% |
| All | +749.2% | +198.7% | +550.6% | +541.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling