+81.5%
COST vs SMR
+1.6%
+79.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | 0.0% |
| 7D | -2.5% | +4.7% | -7.2% | -2.5% |
| 30D | -4.4% | +3.2% | -7.7% | -4.5% |
| 3M | -8.1% | +9.9% | -18.0% | -8.2% |
| 6M | -9.2% | -15.1% | +5.9% | -9.3% |
| YTD | +5.1% | -27.9% | +33.1% | +5.2% |
| 1Y | -5.1% | -70.2% | +65.2% | -3.9% |
| 3Y | +70.4% | +72.5% | -2.1% | +65.0% |
| All | +81.5% | +1.6% | +79.9% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling