+606.1%
COST vs SFM
+271.4%
+334.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.2% | -10.6% | +9.4% | +0.8% |
| 30D | -4.7% | -15.5% | +10.7% | -1.9% |
| 3M | -7.1% | -17.4% | +10.3% | -4.3% |
| 6M | -8.5% | -3.4% | -5.1% | -8.7% |
| YTD | +5.4% | -8.7% | +14.1% | +5.9% |
| 1Y | -5.6% | -47.2% | +41.5% | +4.0% |
| 3Y | +68.5% | +82.7% | -14.2% | +43.6% |
| 5Y | +105.2% | +214.3% | -109.1% | +53.9% |
| All | +606.1% | +271.4% | +334.7% | +375.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling