+123.8%
STX vs COST
+12.8%
+111.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.7% | -10.8% | -5.8% |
| 7D | -20.2% | +6.6% | -26.8% | -15.3% |
| 30D | -37.2% | +13.5% | -50.7% | -30.0% |
| 3M | -34.1% | +10.6% | -44.6% | -27.7% |
| 6M | -24.5% | +3.6% | -28.1% | -17.5% |
| YTD | +102.9% | +22.1% | +80.9% | +129.7% |
| 1Y | +123.8% | +11.9% | +111.9% | +131.2% |
| All | +123.8% | +12.8% | +111.0% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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