-7.3%
COST vs SIMO
+234.0%
-241.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -2.8% | +14.5% | -17.3% | -2.3% |
| 30D | -5.3% | +20.4% | -25.7% | -4.6% |
| 3M | -6.7% | +7.1% | -13.8% | -6.2% |
| 6M | -9.9% | +129.2% | -139.2% | -9.0% |
| YTD | +5.1% | +201.9% | -196.8% | +6.2% |
| 1Y | -7.3% | +235.5% | -242.8% | -6.3% |
| All | -7.3% | +234.0% | -241.2% | -6.3% |
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 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