+205.1%
COP vs SITM
+3,319.5%
-3,114.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.1% |
| 7D | +4.4% | +6.6% | -2.2% | +3.7% |
| 30D | 0.0% | -15.3% | +15.3% | +1.1% |
| 3M | +15.0% | -35.4% | +50.4% | +18.7% |
| 6M | +22.0% | -46.8% | +68.8% | +26.9% |
| YTD | +55.3% | +25.9% | +29.5% | +43.3% |
| 1Y | +64.1% | +54.0% | +10.1% | +47.1% |
| 3Y | +34.1% | +315.6% | -281.5% | -2.3% |
| 5Y | +133.4% | +74.4% | +58.9% | +77.1% |
| All | +205.1% | +3,319.5% | -3,114.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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