+17,666.1%
COST vs SPY
+3,034.0%
+14,632.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +5.0% | +2.6% | +2.4% | +2.9% |
| 30D | +12.8% | -2.0% | +14.8% | +14.2% |
| 3M | +15.2% | -2.8% | +18.0% | +17.3% |
| 6M | +7.4% | +2.1% | +5.3% | +4.6% |
| YTD | +29.0% | +11.5% | +17.5% | +16.5% |
| 1Y | +20.3% | +13.5% | +6.8% | +7.0% |
| 3Y | +99.0% | +77.7% | +21.3% | +21.2% |
| 5Y | +125.7% | +72.6% | +53.1% | +40.5% |
| 10Y | +775.3% | +308.2% | +467.2% | +158.7% |
| All | +17,666.1% | +3,034.0% | +14,632.1% | +558.1% |
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