+4,147.9%
COP vs SM
+1,302.7%
+2,845.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -11.5% | -25.9% | +14.4% | -3.3% |
| 30D | +5.0% | -15.1% | +20.1% | +10.1% |
| 3M | +17.5% | +4.9% | +12.6% | +15.3% |
| 6M | +16.2% | +6.1% | +10.1% | +13.1% |
| YTD | +48.8% | +63.4% | -14.7% | +26.1% |
| 1Y | +64.1% | +72.5% | -8.4% | +36.8% |
| 3Y | +25.7% | -16.9% | +42.6% | +27.2% |
| 5Y | +114.4% | -10.6% | +125.0% | +106.8% |
| 10Y | +331.7% | +11.3% | +320.4% | +135.7% |
| All | +4,147.9% | +1,302.7% | +2,845.2% | +1,180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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