+3,094.0%
SPY vs COST
+14,585.4%
-11,491.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +0.1% | -3.1% | +3.3% | +1.1% |
| 30D | +0.1% | -2.8% | +2.8% | +0.9% |
| 3M | +2.0% | -5.7% | +7.7% | +3.6% |
| 6M | +13.0% | -8.8% | +21.8% | +15.7% |
| YTD | +13.5% | +6.7% | +6.9% | +10.4% |
| 1Y | +20.0% | -3.6% | +23.6% | +20.3% |
| 3Y | +77.2% | +75.1% | +2.1% | +45.7% |
| 5Y | +81.9% | +108.9% | -27.0% | +40.5% |
| 10Y | +314.1% | +586.2% | -272.1% | +122.4% |
| All | +3,094.0% | +14,585.4% | -11,491.3% | +776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling