+16,011.1%
STX vs COST
+4,614.9%
+11,396.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.9% |
| 7D | +2.4% | -3.1% | +5.5% | +4.0% |
| 30D | +1.4% | -2.8% | +4.2% | +2.5% |
| 3M | -8.2% | -5.7% | -2.5% | -6.8% |
| 6M | +127.0% | -8.8% | +135.8% | +132.6% |
| YTD | +209.1% | +6.7% | +202.5% | +191.4% |
| 1Y | +365.4% | -3.6% | +369.1% | +359.7% |
| 3Y | +1,135.4% | +75.1% | +1,060.3% | +765.4% |
| 5Y | +991.5% | +108.9% | +882.6% | +582.8% |
| 10Y | +3,695.8% | +586.2% | +3,109.6% | +1,123.8% |
| All | +16,011.1% | +4,614.9% | +11,396.2% | +1,722.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling