-33.7%
STX vs COST
+8.5%
-42.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.0% | +8.0% | +13.2% |
| 7D | -1.0% | +3.9% | -4.9% | +5.8% |
| 30D | -26.8% | +13.5% | -40.3% | -8.2% |
| 3M | -32.7% | +15.3% | -48.0% | -13.7% |
| 6M | -33.7% | +9.2% | -42.9% | -16.7% |
| All | -33.7% | +8.5% | -42.2% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling