+606.1%
COST vs SIMO
+605.2%
+0.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -7.0% | -0.3% |
| 7D | -1.2% | +11.0% | -12.2% | -2.0% |
| 30D | -4.7% | +17.9% | -22.6% | -6.1% |
| 3M | -7.1% | +3.9% | -11.0% | -8.4% |
| 6M | -8.5% | +131.0% | -139.6% | -18.0% |
| YTD | +5.4% | +209.3% | -203.9% | -9.2% |
| 1Y | -5.6% | +223.8% | -229.4% | -19.5% |
| 3Y | +68.5% | +479.2% | -410.7% | +31.5% |
| 5Y | +105.2% | +316.0% | -210.8% | +63.4% |
| All | +606.1% | +605.2% | +0.9% | +390.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling