-5.1%
COST vs S
+8.0%
-13.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.8% | -1.2% | -1.6% | -2.8% |
| 30D | -5.3% | -12.6% | +7.3% | -5.3% |
| 3M | -6.7% | +27.6% | -34.2% | -6.6% |
| 6M | -9.9% | +35.5% | -45.4% | -9.6% |
| YTD | +5.1% | +29.6% | -24.5% | +5.6% |
| All | -5.1% | +8.0% | -13.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling