+11.9%
COST vs SIMO
+94.5%
-82.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.6% | +12.3% | +2.1% |
| 7D | +6.6% | -16.9% | +23.5% | +5.7% |
| 30D | +13.5% | -35.4% | +48.9% | +11.6% |
| 3M | +10.6% | -31.9% | +42.4% | +9.1% |
| 6M | +3.6% | -19.3% | +23.0% | +2.6% |
| YTD | +22.1% | +98.5% | -76.4% | +21.6% |
| 1Y | +11.9% | +100.5% | -88.6% | +11.5% |
| All | +11.9% | +94.5% | -82.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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