+874.4%
COST vs SFM
+117.5%
+757.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.5% |
| 7D | -3.2% | -5.8% | +2.6% | -2.3% |
| 30D | -4.0% | -11.4% | +7.4% | -2.2% |
| 3M | -6.5% | -12.2% | +5.7% | -4.8% |
| 6M | -8.5% | -5.2% | -3.4% | -8.4% |
| YTD | +6.0% | -4.5% | +10.5% | +5.7% |
| 1Y | -5.8% | -45.4% | +39.6% | +2.4% |
| 3Y | +71.8% | +91.1% | -19.3% | +48.4% |
| 5Y | +106.2% | +226.8% | -120.6% | +59.6% |
| 10Y | +602.0% | +291.9% | +310.1% | +409.5% |
| All | +874.4% | +117.5% | +757.0% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling