+107.7%
COST vs SPMO
+149.5%
-41.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | -4.7% | -1.9% | -2.8% | -4.1% |
| 3M | -7.1% | -1.4% | -5.8% | -7.8% |
| 6M | -8.5% | +25.5% | -34.0% | -21.6% |
| YTD | +5.4% | +24.8% | -19.5% | -9.6% |
| 1Y | -5.6% | +24.5% | -30.1% | -19.2% |
| 3Y | +68.5% | +157.1% | -88.7% | -17.1% |
| All | +107.7% | +149.5% | -41.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling