+104.8%
COST vs SE
-67.1%
+171.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.5% |
| 30D | -5.3% | -5.3% | 0.0% | -5.0% |
| 3M | -6.7% | +28.1% | -34.8% | -8.9% |
| 6M | -9.9% | +20.7% | -30.6% | -11.9% |
| YTD | +5.1% | -14.8% | +19.9% | +5.7% |
| 1Y | -7.3% | -43.6% | +36.3% | -3.3% |
| 3Y | +70.4% | +184.2% | -113.8% | +48.6% |
| All | +104.8% | -67.1% | +171.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling