-5.6%
COST vs STT
+78.9%
-84.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -4.7% | +1.7% | -6.4% | -4.7% |
| 3M | -7.1% | +17.9% | -25.0% | -6.7% |
| 6M | -8.5% | +55.3% | -63.8% | -8.4% |
| YTD | +5.4% | +52.7% | -47.3% | +5.2% |
| 1Y | -5.6% | +75.7% | -81.3% | -6.8% |
| All | -5.6% | +78.9% | -84.6% | -6.8% |
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