+68.1%
COST vs S
+13.6%
+54.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.8% | -1.2% | -1.6% | -2.7% |
| 30D | -5.3% | -12.6% | +7.3% | -4.4% |
| 3M | -6.7% | +27.6% | -34.2% | -9.0% |
| 6M | -9.9% | +35.5% | -45.4% | -13.0% |
| YTD | +5.1% | +29.6% | -24.5% | +1.9% |
| 1Y | -7.3% | +8.1% | -15.4% | -8.6% |
| All | +68.1% | +13.6% | +54.5% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling