+104.8%
COST vs SGI
+50.6%
+54.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -5.3% | +5.5% | -10.8% | -6.3% |
| 3M | -6.7% | -3.6% | -3.1% | -6.5% |
| 6M | -9.9% | -15.0% | +5.1% | -8.1% |
| YTD | +5.1% | -23.0% | +28.2% | +9.2% |
| 1Y | -7.3% | -18.4% | +11.1% | -5.3% |
| 3Y | +70.4% | +57.8% | +12.6% | +46.0% |
| All | +104.8% | +50.6% | +54.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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