+11,743.1%
COST vs SO
+5,976.4%
+5,766.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -2.8% | -4.6% | +1.8% | -1.3% |
| 3M | -5.7% | -3.0% | -2.6% | -4.7% |
| 6M | -8.8% | -8.3% | -0.5% | -6.2% |
| YTD | +6.7% | +3.5% | +3.1% | +5.2% |
| 1Y | -3.6% | -0.9% | -2.7% | -3.7% |
| 3Y | +75.1% | +45.4% | +29.7% | +52.2% |
| 5Y | +108.9% | +59.6% | +49.3% | +75.1% |
| 10Y | +586.2% | +156.6% | +429.6% | +373.3% |
| All | +11,743.1% | +5,976.4% | +5,766.7% | +2,585.0% |
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