+13,708.5%
COST vs SO
+6,358.4%
+7,350.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +12.8% | +8.7% | +4.1% | +9.7% |
| 3M | +12.1% | +3.4% | +8.7% | +10.8% |
| 6M | +6.0% | +3.7% | +2.3% | +4.6% |
| YTD | +24.4% | +10.0% | +14.3% | +20.2% |
| 1Y | +17.1% | +6.6% | +10.5% | +14.4% |
| 3Y | +92.2% | +52.5% | +39.7% | +64.7% |
| 5Y | +122.5% | +76.1% | +46.5% | +80.6% |
| 10Y | +758.9% | +194.9% | +564.0% | +465.9% |
| All | +13,708.5% | +6,358.4% | +7,350.1% | +2,967.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling