+429.9%
SITM vs COO
-23.3%
+453.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.1% |
| 7D | +8.4% | -2.3% | +10.7% | +9.3% |
| 30D | -17.4% | -8.8% | -8.6% | -14.7% |
| 3M | -9.8% | +1.3% | -11.2% | -12.6% |
| 6M | +83.0% | -11.6% | +94.5% | +91.3% |
| YTD | +69.6% | -17.4% | +87.0% | +84.8% |
| 1Y | +144.9% | -1.6% | +146.5% | +139.7% |
| 3Y | +429.9% | -22.6% | +452.5% | +463.3% |
| All | +429.9% | -23.3% | +453.2% | +463.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling