+606.1%
COST vs SO
+159.0%
+447.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -4.7% | -5.0% | +0.3% | -3.2% |
| 3M | -7.1% | -5.8% | -1.4% | -5.4% |
| 6M | -8.5% | -7.9% | -0.6% | -6.3% |
| YTD | +5.4% | +2.4% | +3.0% | +4.5% |
| 1Y | -5.6% | -2.3% | -3.4% | -5.2% |
| 3Y | +68.5% | +41.9% | +26.6% | +48.9% |
| 5Y | +105.2% | +58.1% | +47.2% | +74.6% |
| All | +606.1% | +159.0% | +447.1% | +424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling