+604.2%
COST vs SAP
+175.6%
+428.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.5% | -5.1% | +2.6% | -1.1% |
| 30D | -4.4% | -1.8% | -2.7% | -4.1% |
| 3M | -8.1% | +20.9% | -29.0% | -13.2% |
| 6M | -9.2% | +7.0% | -16.2% | -12.0% |
| YTD | +5.1% | -13.7% | +18.8% | +7.8% |
| 1Y | -5.1% | -19.6% | +14.5% | -0.7% |
| 3Y | +70.4% | +52.4% | +17.9% | +44.0% |
| 5Y | +104.7% | +54.4% | +50.3% | +67.4% |
| All | +604.2% | +175.6% | +428.6% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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