+79.0%
SPY vs COST
+96.7%
-17.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | -0.9% | +3.9% | -4.8% | -1.8% |
| 30D | -2.4% | +13.5% | -15.9% | -5.3% |
| 3M | -1.2% | +15.3% | -16.5% | -4.5% |
| 6M | +3.3% | +9.2% | -5.9% | +0.9% |
| YTD | +12.3% | +26.9% | -14.6% | +3.9% |
| 1Y | +12.4% | +19.7% | -7.3% | +6.1% |
| All | +79.0% | +96.7% | -17.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling