+760.1%
COST vs SAP
+237.3%
+522.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | +12.8% | +6.5% | +6.3% | +10.9% |
| 3M | +15.2% | +12.2% | +2.9% | +11.4% |
| 6M | +7.4% | +46.1% | -38.7% | -4.2% |
| YTD | +29.0% | -1.6% | +30.7% | +27.6% |
| 1Y | +20.3% | -5.1% | +25.4% | +20.3% |
| 3Y | +99.0% | +68.4% | +30.6% | +63.8% |
| 5Y | +125.7% | +79.4% | +46.3% | +77.1% |
| All | +760.1% | +237.3% | +522.9% | +432.3% |
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