+315.5%
SITM vs COO
-22.9%
+338.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -0.1% | +4.5% | -4.6% | -1.5% |
| 30D | -27.4% | +16.9% | -44.3% | -31.3% |
| 3M | -35.6% | -16.7% | -18.9% | -31.5% |
| 6M | -46.6% | +5.9% | -52.6% | -51.0% |
| YTD | +25.8% | -22.4% | +48.3% | +39.6% |
| 1Y | +38.2% | -10.1% | +48.4% | +40.0% |
| All | +315.5% | -22.9% | +338.4% | +342.4% |
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