+104.4%
COST vs SAP
+55.3%
+49.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | +0.3% | -5.5% | -5.5% |
| 3M | -6.7% | +16.9% | -23.6% | -10.9% |
| 6M | -9.9% | +6.3% | -16.3% | -12.1% |
| YTD | +5.1% | -12.4% | +17.5% | +8.1% |
| 1Y | -7.3% | -21.6% | +14.3% | -1.2% |
| 3Y | +70.4% | +54.8% | +15.6% | +39.8% |
| 5Y | +104.4% | +56.2% | +48.2% | +54.2% |
| All | +104.4% | +55.3% | +49.1% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling