+68.5%
COST vs SITM
+452.7%
-384.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | +0.1% |
| 7D | -1.2% | +3.9% | -5.0% | -1.3% |
| 30D | -4.7% | -6.6% | +1.9% | -4.6% |
| 3M | -7.1% | -11.9% | +4.7% | -6.9% |
| 6M | -8.5% | +81.1% | -89.7% | -12.3% |
| YTD | +5.4% | +80.0% | -74.6% | +0.7% |
| 1Y | -5.6% | +145.8% | -151.5% | -12.2% |
| 3Y | +68.5% | +475.9% | -407.4% | +40.2% |
| All | +68.5% | +452.7% | -384.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling