+99.0%
COST vs SM
-3.9%
+102.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +9.4% | -4.4% | +4.8% |
| 30D | +12.8% | -14.4% | +27.2% | +13.2% |
| 3M | +15.2% | +1.6% | +13.6% | +14.7% |
| 6M | +7.4% | +6.3% | +1.1% | +6.5% |
| YTD | +29.0% | +78.8% | -49.7% | +25.1% |
| 1Y | +20.3% | +83.1% | -62.9% | +16.5% |
| 3Y | +99.0% | -5.9% | +104.9% | +93.1% |
| All | +99.0% | -3.9% | +102.9% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling