+14,585.4%
COST vs SM
+1,608.3%
+12,977.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -2.8% | +26.3% | -29.1% | -4.3% |
| 3M | -5.7% | +8.7% | -14.3% | -6.4% |
| 6M | -8.8% | +51.7% | -60.4% | -11.5% |
| YTD | +6.7% | +99.0% | -92.4% | +1.6% |
| 1Y | -3.6% | +34.6% | -38.2% | -6.2% |
| 3Y | +75.1% | -7.8% | +82.8% | +72.2% |
| 5Y | +108.9% | +104.8% | +4.1% | +92.1% |
| 10Y | +586.2% | +7.2% | +578.9% | +473.9% |
| All | +14,585.4% | +1,608.3% | +12,977.1% | +8,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling