+15,763.0%
COST vs SUI
+4,109.4%
+11,653.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +11.2% | +1.0% | +10.2% | +10.7% |
| 6M | +6.1% | -2.6% | +8.7% | +6.7% |
| YTD | +22.9% | -0.1% | +23.0% | +22.5% |
| 1Y | +14.7% | +0.5% | +14.3% | +14.1% |
| 3Y | +92.3% | +15.3% | +77.1% | +80.7% |
| 5Y | +116.6% | -26.1% | +142.8% | +128.9% |
| 10Y | +775.4% | +117.8% | +657.6% | +548.4% |
| All | +15,763.0% | +4,109.4% | +11,653.6% | +5,942.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling