+531.1%
COST vs SE
+562.7%
-31.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -2.1% |
| 30D | -4.4% | -18.1% | +13.7% | -2.8% |
| 3M | -8.1% | +30.6% | -38.7% | -10.7% |
| 6M | -9.2% | +20.8% | -30.0% | -11.4% |
| YTD | +5.1% | -15.6% | +20.7% | +5.7% |
| 1Y | -5.1% | -44.2% | +39.1% | -0.9% |
| 3Y | +70.4% | +181.5% | -111.2% | +48.1% |
| 5Y | +104.7% | -66.9% | +171.6% | +107.3% |
| All | +531.1% | +562.7% | -31.6% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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