-8.8%
SMCI vs COST
-5.0%
-3.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.5% |
| 7D | +1.3% | -1.2% | +2.5% | +0.1% |
| 30D | +6.6% | -4.7% | +11.3% | +2.2% |
| 3M | +25.4% | -7.1% | +32.6% | +18.6% |
| 6M | +26.1% | -8.5% | +34.7% | +17.2% |
| YTD | +37.0% | +5.4% | +31.6% | +33.0% |
| 1Y | -8.8% | -5.6% | -3.1% | -13.5% |
| All | -8.8% | -5.0% | -3.8% | -13.5% |
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