+122.5%
COST vs SIMO
+171.3%
-48.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +4.6% | -16.0% | +20.6% | +5.0% |
| 30D | +12.8% | -35.8% | +48.5% | +13.9% |
| 3M | +12.1% | -26.5% | +38.5% | +12.3% |
| 6M | +6.0% | -33.0% | +39.0% | +5.7% |
| YTD | +24.4% | +84.3% | -60.0% | +12.7% |
| 1Y | +17.1% | +82.0% | -64.8% | +6.2% |
| 3Y | +92.2% | +218.5% | -126.3% | +61.0% |
| 5Y | +122.5% | +175.0% | -52.5% | +90.5% |
| All | +122.5% | +171.3% | -48.8% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling