+314.7%
SPY vs COST
+611.6%
-296.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | -1.1% | -4.7% | +3.7% | +1.0% |
| 3M | +3.9% | -7.1% | +11.0% | +7.0% |
| 6M | +13.6% | -8.5% | +22.1% | +17.3% |
| YTD | +12.7% | +5.4% | +7.3% | +8.4% |
| 1Y | +17.5% | -5.6% | +23.1% | +18.8% |
| 3Y | +76.9% | +68.5% | +8.4% | +31.3% |
| 5Y | +83.6% | +105.2% | -21.7% | +20.8% |
| All | +314.7% | +611.6% | -296.9% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling