+606.1%
COST vs SPXU
-99.6%
+705.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -0.6% |
| 30D | -4.7% | +4.2% | -8.9% | -3.8% |
| 3M | -7.1% | -9.3% | +2.1% | -9.0% |
| 6M | -8.5% | -30.7% | +22.2% | -15.5% |
| YTD | +5.4% | -28.1% | +33.5% | -1.6% |
| 1Y | -5.6% | -35.2% | +29.6% | -13.8% |
| 3Y | +68.5% | -79.9% | +148.4% | +23.5% |
| 5Y | +105.2% | -86.4% | +191.6% | +52.8% |
| All | +606.1% | -99.6% | +705.6% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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