+760.1%
COST vs SIMO
+394.4%
+365.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.6% |
| 7D | +5.0% | +4.1% | +0.9% | +4.7% |
| 30D | +12.8% | -24.0% | +36.8% | +14.2% |
| 3M | +15.2% | -31.8% | +46.9% | +16.8% |
| 6M | +7.4% | -36.9% | +44.3% | +8.2% |
| YTD | +29.0% | +84.8% | -55.8% | +14.2% |
| 1Y | +20.3% | +99.0% | -78.7% | +5.4% |
| 3Y | +99.0% | +217.9% | -118.9% | +61.1% |
| 5Y | +125.7% | +171.5% | -45.8% | +82.2% |
| All | +760.1% | +394.4% | +365.7% | +512.3% |
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