+604.2%
COST vs SM
+23.2%
+581.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -2.5% | +2.1% | -4.6% | -2.6% |
| 30D | -4.4% | +18.1% | -22.6% | -5.0% |
| 3M | -8.1% | +17.0% | -25.1% | -8.7% |
| 6M | -9.2% | +55.4% | -64.7% | -10.8% |
| YTD | +5.1% | +108.6% | -103.4% | +2.3% |
| 1Y | -5.1% | +45.7% | -50.8% | -6.7% |
| 3Y | +70.4% | -0.3% | +70.7% | +68.3% |
| 5Y | +104.7% | +113.0% | -8.3% | +97.0% |
| All | +604.2% | +23.2% | +581.0% | +549.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling