+606.1%
COST vs SAN
+357.1%
+249.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | 0.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -4.7% | +0.9% | -5.7% | -4.9% |
| 3M | -7.1% | +19.1% | -26.2% | -9.4% |
| 6M | -8.5% | +33.2% | -41.7% | -12.4% |
| YTD | +5.4% | +29.1% | -23.7% | +1.0% |
| 1Y | -5.6% | +50.2% | -55.9% | -11.7% |
| 3Y | +68.5% | +351.0% | -282.6% | +31.9% |
| 5Y | +105.2% | +394.7% | -289.4% | +55.2% |
| All | +606.1% | +357.1% | +249.0% | +432.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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