+69.5%
COST vs SAP
+58.0%
+11.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -4.0% | +2.6% | -6.6% | -4.5% |
| 3M | -6.5% | +16.3% | -22.7% | -9.5% |
| 6M | -8.5% | +6.4% | -14.9% | -9.9% |
| YTD | +6.0% | -11.4% | +17.4% | +8.7% |
| 1Y | -5.8% | -20.4% | +14.6% | -0.5% |
| All | +69.5% | +58.0% | +11.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling