-46.8%
SITM vs COO
+5.4%
-52.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.3% | -5.0% |
| 7D | +6.6% | +0.5% | +6.2% | +6.9% |
| 30D | -15.3% | +14.2% | -29.5% | -6.2% |
| 3M | -35.4% | -18.2% | -17.2% | -46.2% |
| 6M | -46.8% | +5.3% | -52.1% | -42.4% |
| All | -46.8% | +5.4% | -52.1% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling