+14,496.2%
COST vs SPY
+3,074.3%
+11,422.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -3.2% | +0.5% | -3.7% | -3.6% |
| 30D | -4.0% | -0.9% | -3.0% | -3.3% |
| 3M | -6.5% | +3.9% | -10.4% | -9.7% |
| 6M | -8.5% | +14.5% | -23.1% | -18.7% |
| YTD | +6.0% | +12.9% | -6.9% | -4.8% |
| 1Y | -5.8% | +19.4% | -25.2% | -19.4% |
| 3Y | +71.8% | +78.5% | -6.6% | +4.7% |
| 5Y | +106.2% | +81.8% | +24.5% | +23.7% |
| 10Y | +602.0% | +311.5% | +290.5% | +106.9% |
| All | +14,496.2% | +3,074.3% | +11,422.0% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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