+3,621.5%
STX vs COST
+600.2%
+3,021.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +9.6% | -2.8% | +12.4% | +10.9% |
| 30D | +10.6% | -5.3% | +15.9% | +13.0% |
| 3M | +4.8% | -6.7% | +11.5% | +6.7% |
| 6M | +137.3% | -9.9% | +147.2% | +143.8% |
| YTD | +222.5% | +5.1% | +217.4% | +206.2% |
| 1Y | +366.2% | -7.3% | +373.5% | +369.2% |
| 3Y | +1,352.9% | +70.4% | +1,282.5% | +927.5% |
| 5Y | +1,077.4% | +104.4% | +973.0% | +639.6% |
| 10Y | +3,621.5% | +609.0% | +3,012.5% | +1,354.9% |
| All | +3,621.5% | +600.2% | +3,021.3% | +1,354.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling