+193.8%
COP vs SITM
+4,532.8%
-4,339.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +1.0% | +4.8% | -3.9% | +0.5% |
| 30D | +9.6% | -9.7% | +19.3% | +10.4% |
| 3M | +15.0% | -9.3% | +24.4% | +14.6% |
| 6M | +21.8% | +69.5% | -47.8% | +11.0% |
| YTD | +49.6% | +70.5% | -20.9% | +35.2% |
| 1Y | +49.9% | +145.3% | -95.4% | +27.7% |
| 3Y | +22.6% | +432.8% | -410.2% | -12.1% |
| 5Y | +193.6% | +174.0% | +19.6% | +110.4% |
| All | +193.8% | +4,532.8% | -4,339.0% | +3.2% |
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