+14,227.5%
COST vs STT
+6,607.8%
+7,619.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +4.8% | +0.2% | +3.9% |
| 30D | +12.8% | +3.9% | +8.9% | +11.7% |
| 3M | +15.2% | -8.2% | +23.3% | +17.3% |
| 6M | +7.4% | +15.6% | -8.2% | +3.3% |
| YTD | +29.0% | +37.6% | -8.6% | +18.5% |
| 1Y | +20.3% | +50.1% | -29.8% | +8.2% |
| 3Y | +99.0% | +183.1% | -84.1% | +51.8% |
| 5Y | +125.7% | +104.8% | +20.8% | +81.9% |
| 10Y | +775.3% | +201.9% | +573.4% | +501.2% |
| All | +14,227.5% | +6,607.8% | +7,619.8% | +2,621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling