-5.1%
COST vs SE
-43.9%
+38.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -2.7% |
| 30D | -4.4% | -18.1% | +13.7% | -5.4% |
| 3M | -8.1% | +30.6% | -38.7% | -6.7% |
| 6M | -9.2% | +20.8% | -30.0% | -8.3% |
| YTD | +5.1% | -15.6% | +20.7% | +4.7% |
| 1Y | -5.1% | -44.2% | +39.1% | -8.1% |
| All | -5.1% | -43.9% | +38.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling