+11.9%
COST vs SMR
-87.0%
+98.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.1% | +2.5% |
| 7D | +6.6% | -9.5% | +16.2% | +6.2% |
| 30D | +13.5% | -33.2% | +46.7% | +11.8% |
| 3M | +10.6% | -45.9% | +56.5% | +8.3% |
| 6M | +3.6% | -57.9% | +61.5% | +1.5% |
| YTD | +22.1% | -63.8% | +85.9% | +20.3% |
| 1Y | +11.9% | -85.6% | +97.5% | +9.4% |
| All | +11.9% | -87.0% | +98.9% | +9.4% |
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