-3.6%
COST vs SFM
-41.4%
+37.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -2.8% | -4.4% | +1.6% | -2.5% |
| 3M | -5.7% | +1.5% | -7.2% | -5.9% |
| 6M | -8.8% | +6.5% | -15.2% | -9.3% |
| YTD | +6.7% | +2.2% | +4.5% | +6.1% |
| 1Y | -3.6% | -41.9% | +38.2% | +0.8% |
| All | -3.6% | -41.4% | +37.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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