+11,573.1%
COST vs SYY
+4,545.1%
+7,028.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -5.3% | -2.7% | -2.5% | -4.5% |
| 3M | -6.7% | +5.9% | -12.5% | -8.4% |
| 6M | -9.9% | -2.3% | -7.6% | -10.0% |
| YTD | +5.1% | +13.1% | -8.0% | 0.0% |
| 1Y | -7.3% | +3.8% | -11.0% | -9.5% |
| 3Y | +70.4% | +26.7% | +43.7% | +54.4% |
| 5Y | +104.4% | +19.4% | +85.0% | +87.7% |
| 10Y | +609.0% | +112.0% | +497.0% | +384.6% |
| All | +11,573.1% | +4,545.1% | +7,028.0% | +2,402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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