-3.6%
COST vs SMR
-76.3%
+72.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.1% |
| 7D | -3.1% | +4.4% | -7.6% | -3.0% |
| 30D | -2.8% | +3.4% | -6.2% | -2.6% |
| 3M | -5.7% | -19.2% | +13.5% | -5.6% |
| 6M | -8.8% | -22.6% | +13.9% | -8.7% |
| YTD | +6.7% | -31.5% | +38.2% | +7.0% |
| 1Y | -3.6% | -73.1% | +69.4% | -3.0% |
| All | -3.6% | -76.3% | +72.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling