+78.4%
SITM vs COO
-40.7%
+119.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -0.1% | +4.5% | -4.6% | -3.1% |
| 30D | -27.4% | +16.9% | -44.3% | -35.2% |
| 3M | -35.6% | -16.7% | -18.9% | -29.3% |
| 6M | -46.6% | +5.9% | -52.6% | -53.5% |
| YTD | +25.8% | -22.4% | +48.3% | +42.8% |
| 1Y | +38.2% | -10.1% | +48.4% | +37.4% |
| 3Y | +311.5% | -22.8% | +334.3% | +320.0% |
| All | +78.4% | -40.7% | +119.2% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling