+606.1%
COST vs SPYM
+325.3%
+280.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -4.7% | -1.1% | -3.6% | -4.0% |
| 3M | -7.1% | +3.9% | -11.0% | -9.7% |
| 6M | -8.5% | +13.6% | -22.2% | -16.8% |
| YTD | +5.4% | +12.7% | -7.3% | -3.8% |
| 1Y | -5.6% | +17.6% | -23.2% | -16.6% |
| 3Y | +68.5% | +77.2% | -8.7% | +9.8% |
| 5Y | +105.2% | +84.1% | +21.1% | +29.9% |
| All | +606.1% | +325.3% | +280.8% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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