+104.4%
COST vs STT
+158.4%
-54.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -5.3% | +2.8% | -8.1% | -5.8% |
| 3M | -6.7% | +18.1% | -24.8% | -10.1% |
| 6M | -9.9% | +59.2% | -69.2% | -19.0% |
| YTD | +5.1% | +51.5% | -46.3% | -4.7% |
| 1Y | -7.3% | +75.7% | -83.0% | -19.1% |
| 3Y | +70.4% | +200.8% | -130.4% | +27.4% |
| 5Y | +104.4% | +155.8% | -51.4% | +48.5% |
| All | +104.4% | +158.4% | -54.0% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling