+11,743.1%
COST vs STT
+7,372.9%
+4,370.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -2.8% | +3.9% | -6.6% | -3.7% |
| 3M | -5.7% | +20.0% | -25.6% | -9.9% |
| 6M | -8.8% | +55.3% | -64.1% | -18.2% |
| YTD | +6.7% | +53.3% | -46.7% | -4.3% |
| 1Y | -3.6% | +74.7% | -78.3% | -16.4% |
| 3Y | +75.1% | +205.8% | -130.7% | +31.3% |
| 5Y | +108.9% | +145.0% | -36.1% | +61.4% |
| 10Y | +586.2% | +266.0% | +320.2% | +350.4% |
| All | +11,743.1% | +7,372.9% | +4,370.1% | +2,097.3% |
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