+95.7%
COST vs SN
+441.3%
-345.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +3.9% | +3.5% | +0.4% | +3.6% |
| 30D | +13.5% | +19.4% | -5.9% | +11.8% |
| 3M | +15.3% | +20.9% | -5.6% | +13.3% |
| 6M | +9.2% | +111.1% | -102.0% | +1.7% |
| YTD | +26.9% | +102.8% | -75.9% | +18.3% |
| 1Y | +19.7% | +146.2% | -126.5% | +9.0% |
| All | +95.7% | +441.3% | -345.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling