+2,108.4%
STX vs COST
+776.8%
+1,331.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.0% | +8.0% | +9.2% |
| 7D | -1.0% | +3.9% | -4.9% | -2.5% |
| 30D | -26.8% | +13.5% | -40.3% | -30.9% |
| 3M | -32.7% | +15.3% | -48.0% | -37.2% |
| 6M | -33.7% | +9.2% | -42.9% | -37.6% |
| YTD | +101.0% | +26.9% | +74.1% | +75.0% |
| 1Y | +92.7% | +19.7% | +73.0% | +72.4% |
| 3Y | +708.7% | +96.0% | +612.7% | +438.9% |
| 5Y | +504.0% | +124.0% | +380.0% | +266.8% |
| 10Y | +2,108.4% | +760.6% | +1,347.7% | +767.9% |
| All | +2,108.4% | +776.8% | +1,331.6% | +767.9% |
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