+14,297.5%
COST vs SPG
+5,256.9%
+9,040.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -3.1% | -2.4% | -0.8% | -2.6% |
| 30D | -2.8% | -6.8% | +4.1% | -1.3% |
| 3M | -5.7% | +2.7% | -8.3% | -6.3% |
| 6M | -8.8% | +5.5% | -14.2% | -10.0% |
| YTD | +6.7% | +15.7% | -9.0% | +3.0% |
| 1Y | -3.6% | +20.9% | -24.5% | -7.9% |
| 3Y | +75.1% | +112.4% | -37.3% | +46.7% |
| 5Y | +108.9% | +101.4% | +7.6% | +75.3% |
| 10Y | +586.2% | +60.6% | +525.5% | +460.6% |
| All | +14,297.5% | +5,256.9% | +9,040.6% | +4,618.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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