+578.3%
COST vs SPOT
+269.3%
+309.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | +5.0% | +1.6% | +3.4% | +4.8% |
| 30D | +12.8% | +16.9% | -4.1% | +10.6% |
| 3M | +15.2% | +23.0% | -7.8% | +12.0% |
| 6M | +7.4% | +42.2% | -34.8% | +2.3% |
| YTD | +29.0% | +5.5% | +23.5% | +26.8% |
| 1Y | +20.3% | -5.1% | +25.4% | +19.8% |
| 3Y | +99.0% | +257.9% | -158.9% | +62.7% |
| 5Y | +125.7% | +118.4% | +7.3% | +85.9% |
| All | +578.3% | +269.3% | +309.0% | +399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling