+67.8%
COST vs SN
+476.8%
-409.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.5% |
| 30D | -5.3% | -9.1% | +3.8% | -4.7% |
| 3M | -6.7% | +31.8% | -38.4% | -8.8% |
| 6M | -9.9% | +52.0% | -62.0% | -13.2% |
| YTD | +5.1% | +51.3% | -46.2% | +1.3% |
| 1Y | -7.3% | +46.9% | -54.1% | -10.5% |
| 3Y | +70.4% | +394.9% | -324.5% | +51.7% |
| All | +67.8% | +476.8% | -409.0% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling