+141.1%
COST vs S
-56.9%
+198.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -4.4% | -11.8% | +7.4% | -3.4% |
| 3M | -8.1% | +33.9% | -42.0% | -11.1% |
| 6M | -9.2% | +40.1% | -49.3% | -13.0% |
| YTD | +5.1% | +32.1% | -27.0% | +1.1% |
| 1Y | -5.1% | +11.0% | -16.1% | -7.3% |
| 3Y | +70.4% | +16.9% | +53.4% | +61.8% |
| 5Y | +104.7% | -68.9% | +173.6% | +107.8% |
| All | +141.1% | -56.9% | +198.0% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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