+17.5%
SPY vs COST
-7.0%
+24.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -2.5% | +0.5% | -2.1% |
| 30D | -1.7% | -4.4% | +2.8% | -1.9% |
| 3M | +4.7% | -8.1% | +12.8% | +4.3% |
| 6M | +12.5% | -9.2% | +21.8% | +11.9% |
| YTD | +11.7% | +5.1% | +6.6% | +10.6% |
| 1Y | +17.5% | -5.1% | +22.6% | +16.4% |
| All | +17.5% | -7.0% | +24.5% | +16.4% |
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