+14,046.2%
COST vs STT
+6,617.4%
+7,428.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | +5.1% | -2.6% | +1.3% |
| 30D | +14.6% | -0.2% | +14.8% | +14.5% |
| 3M | +15.2% | -8.1% | +23.3% | +17.3% |
| 6M | +7.2% | +16.6% | -9.4% | +2.9% |
| YTD | +27.4% | +37.8% | -10.4% | +17.0% |
| 1Y | +20.2% | +46.8% | -26.6% | +8.7% |
| 3Y | +96.9% | +181.2% | -84.3% | +50.4% |
| 5Y | +122.8% | +105.1% | +17.7% | +79.5% |
| 10Y | +764.3% | +202.3% | +561.9% | +493.4% |
| All | +14,046.2% | +6,617.4% | +7,428.8% | +2,586.3% |
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