+196.0%
COST vs S
-51.7%
+247.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +5.0% | +2.0% | +3.0% | +4.8% |
| 30D | +12.8% | -2.7% | +15.5% | +12.8% |
| 3M | +15.2% | -6.9% | +22.1% | +15.2% |
| 6M | +7.4% | +38.1% | -30.7% | +2.9% |
| YTD | +29.0% | +48.0% | -19.0% | +22.1% |
| 1Y | +20.3% | +34.5% | -14.2% | +14.8% |
| 3Y | +99.0% | +38.3% | +60.7% | +85.1% |
| 5Y | +125.7% | -70.9% | +196.6% | +127.5% |
| All | +196.0% | -51.7% | +247.7% | +195.8% |
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