+229.9%
COST vs SITM
+4,437.5%
-4,207.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -2.8% | +3.7% | -6.5% | -3.1% |
| 30D | -5.3% | -14.5% | +9.2% | -4.3% |
| 3M | -6.7% | -10.6% | +3.9% | -6.8% |
| 6M | -9.9% | +65.5% | -75.5% | -15.6% |
| YTD | +5.1% | +67.0% | -61.9% | -2.1% |
| 1Y | -7.3% | +138.6% | -145.9% | -17.2% |
| 3Y | +70.4% | +421.8% | -351.4% | +33.9% |
| 5Y | +104.4% | +172.4% | -68.0% | +61.7% |
| All | +229.9% | +4,437.5% | -4,207.6% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling