+2,615.4%
COST vs SPYM
+820.0%
+1,795.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -5.3% | -1.4% | -3.9% | -4.5% |
| 3M | -6.7% | +3.7% | -10.4% | -9.1% |
| 6M | -9.9% | +13.0% | -23.0% | -17.2% |
| YTD | +5.1% | +12.5% | -7.3% | -3.1% |
| 1Y | -7.3% | +18.6% | -25.9% | -17.6% |
| 3Y | +70.4% | +78.0% | -7.6% | +15.9% |
| 5Y | +104.4% | +82.3% | +22.1% | +37.2% |
| 10Y | +609.0% | +322.9% | +286.1% | +183.1% |
| All | +2,615.4% | +820.0% | +1,795.4% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling