-5.6%
COST vs SMR
-75.4%
+69.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.7% | +15.9% | -0.2% |
| 7D | -1.2% | -11.2% | +10.0% | -1.5% |
| 30D | -4.7% | -10.2% | +5.5% | -4.9% |
| 3M | -7.1% | -10.0% | +2.9% | -7.0% |
| 6M | -8.5% | -30.5% | +21.9% | -8.8% |
| YTD | +5.4% | -39.2% | +44.6% | +5.4% |
| 1Y | -5.6% | -75.5% | +69.9% | -5.5% |
| All | -5.6% | -75.4% | +69.8% | -5.5% |
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