+144.7%
COST vs S
-56.8%
+201.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.1% | -7.7% | +4.6% | -2.4% |
| 30D | -2.8% | -5.3% | +2.5% | -2.5% |
| 3M | -5.7% | +20.3% | -25.9% | -7.8% |
| 6M | -8.8% | +47.4% | -56.1% | -13.0% |
| YTD | +6.7% | +32.5% | -25.9% | +2.6% |
| 1Y | -3.6% | +9.5% | -13.2% | -5.7% |
| 3Y | +75.1% | +15.5% | +59.6% | +66.4% |
| 5Y | +108.9% | -71.2% | +180.1% | +111.7% |
| All | +144.7% | -56.8% | +201.5% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling