+68.1%
COST vs SLV
+185.9%
-117.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.8% |
| 7D | -2.8% | +2.8% | -5.6% | -2.8% |
| 30D | -5.3% | +2.2% | -7.5% | -5.3% |
| 3M | -6.7% | +2.9% | -9.6% | -6.6% |
| 6M | -9.9% | -22.4% | +12.5% | -9.4% |
| YTD | +5.1% | -5.7% | +10.9% | +4.3% |
| 1Y | -7.3% | +63.3% | -70.6% | -10.6% |
| All | +68.1% | +185.9% | -117.8% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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