+1,972.8%
STX vs COST
+766.3%
+1,206.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.6% |
| 7D | +14.6% | +5.0% | +9.6% | +12.5% |
| 30D | -26.0% | +12.8% | -38.8% | -29.9% |
| 3M | -42.6% | +15.2% | -57.8% | -46.4% |
| 6M | -35.3% | +7.4% | -42.7% | -38.4% |
| YTD | +92.5% | +29.0% | +63.4% | +66.4% |
| 1Y | +102.4% | +20.3% | +82.1% | +81.1% |
| 3Y | +673.8% | +99.0% | +574.8% | +412.7% |
| 5Y | +463.1% | +125.7% | +337.4% | +241.5% |
| All | +1,972.8% | +766.3% | +1,206.6% | +726.3% |
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