+65.8%
COP vs SMR
+7.6%
+58.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | -0.5% | +13.1% | -13.6% | -0.9% |
| 30D | +11.7% | +17.8% | -6.0% | +11.0% |
| 3M | +17.7% | +8.1% | +9.6% | +16.9% |
| 6M | +18.3% | -11.1% | +29.4% | +17.7% |
| YTD | +49.1% | -23.7% | +72.8% | +48.9% |
| 1Y | +53.3% | -69.4% | +122.7% | +58.4% |
| 3Y | +22.2% | +82.6% | -60.4% | +2.5% |
| All | +65.8% | +7.6% | +58.3% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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