+603.1%
COST vs SPMO
+575.0%
+28.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.8% | +2.7% | -5.5% | -4.1% |
| 30D | -5.3% | +1.1% | -6.3% | -5.9% |
| 3M | -6.7% | +2.0% | -8.7% | -9.1% |
| 6M | -9.9% | +26.5% | -36.5% | -23.1% |
| YTD | +5.1% | +26.5% | -21.4% | -10.4% |
| 1Y | -7.3% | +27.9% | -35.2% | -21.8% |
| 3Y | +70.4% | +160.4% | -90.0% | -8.1% |
| 5Y | +104.4% | +151.5% | -47.1% | +12.2% |
| 10Y | +609.0% | +526.3% | +82.7% | +167.8% |
| All | +603.1% | +575.0% | +28.1% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling