+104.4%
COST vs SFM
+217.9%
-113.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | -2.8% | -7.2% | +4.4% | -1.6% |
| 30D | -5.3% | -14.3% | +9.1% | -2.8% |
| 3M | -6.7% | -13.7% | +7.1% | -4.6% |
| 6M | -9.9% | -6.0% | -3.9% | -9.7% |
| YTD | +5.1% | -8.2% | +13.4% | +5.6% |
| 1Y | -7.3% | -46.2% | +39.0% | +2.3% |
| 3Y | +70.4% | +83.6% | -13.2% | +42.9% |
| 5Y | +104.4% | +212.7% | -108.3% | +54.8% |
| All | +104.4% | +217.9% | -113.5% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling