-2.7%
SMCI vs COST
-3.4%
+0.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.6% | +3.6% |
| 7D | +6.8% | -3.1% | +9.9% | +3.8% |
| 30D | +30.6% | -2.8% | +33.4% | +27.5% |
| 3M | -15.6% | -5.7% | -9.9% | -18.5% |
| 6M | +21.3% | -8.8% | +30.0% | +14.0% |
| YTD | +35.3% | +6.7% | +28.6% | +32.8% |
| 1Y | -2.7% | -3.6% | +0.9% | -5.2% |
| All | -2.7% | -3.4% | +0.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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