-1.6%
COO vs SPY
+19.4%
-21.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -8.8% | -0.9% | -7.9% | -8.4% |
| 3M | +1.3% | +3.9% | -2.5% | -0.7% |
| 6M | -11.6% | +14.5% | -26.1% | -21.3% |
| YTD | -17.4% | +12.9% | -30.3% | -25.5% |
| 1Y | -1.6% | +19.4% | -21.0% | -17.8% |
| All | -1.6% | +19.4% | -21.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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