+107.7%
COST vs SPYM
+82.5%
+25.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -0.5% |
| 30D | -4.7% | -1.3% | -3.4% | -3.8% |
| 3M | -7.1% | +3.6% | -10.7% | -9.7% |
| 6M | -8.5% | +13.3% | -21.9% | -17.2% |
| YTD | +5.4% | +12.4% | -7.0% | -4.2% |
| 1Y | -5.6% | +17.3% | -22.9% | -17.3% |
| 3Y | +68.5% | +76.8% | -8.3% | +2.5% |
| All | +107.7% | +82.5% | +25.3% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling