-9.8%
COST vs SNDU
+218.8%
-228.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | -0.3% |
| 7D | -2.5% | +16.8% | -19.3% | -1.9% |
| 30D | -4.4% | +64.3% | -68.7% | -2.4% |
| 3M | -8.1% | -36.7% | +28.6% | -6.7% |
| All | -9.8% | +218.8% | -228.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 6mo: compounded portfolio wealth divided by compounded SNDU 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…
6mo analysis · Full analysis span regression · 6 months rolling