+4,437.5%
SITM vs COO
-17.1%
+4,454.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +2.7% |
| 7D | +3.7% | -9.0% | +12.7% | +10.2% |
| 30D | -14.5% | -16.8% | +2.3% | -3.8% |
| 3M | -10.6% | -7.5% | -3.1% | -8.7% |
| 6M | +65.5% | -16.3% | +81.8% | +79.9% |
| YTD | +67.0% | -22.5% | +89.6% | +92.7% |
| 1Y | +138.6% | -7.0% | +145.6% | +137.3% |
| 3Y | +421.8% | -27.5% | +449.3% | +494.1% |
| 5Y | +172.4% | -43.3% | +215.8% | +268.8% |
| All | +4,437.5% | -17.1% | +4,454.6% | +6,162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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