+15.8%
COST vs SUI
-1.1%
+16.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.7% |
| 7D | +4.1% | +6.2% | -2.1% | +2.3% |
| 30D | +12.0% | +8.6% | +3.4% | +9.4% |
| 3M | +11.2% | +1.0% | +10.2% | +10.4% |
| 6M | +6.1% | -2.6% | +8.7% | +5.9% |
| YTD | +22.9% | -0.1% | +23.0% | +21.5% |
| All | +15.8% | -1.1% | +16.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling