+4,608.4%
SITM vs COO
-9.1%
+4,617.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.0% | +7.6% |
| 7D | +9.7% | -2.2% | +11.9% | +11.3% |
| 30D | +12.7% | -7.0% | +19.7% | +17.3% |
| 3M | -13.4% | +12.2% | -25.6% | -23.8% |
| 6M | +59.6% | -15.1% | +74.7% | +73.7% |
| YTD | +73.3% | -15.1% | +88.4% | +88.3% |
| 1Y | +165.5% | +2.3% | +163.2% | +147.9% |
| 3Y | +368.7% | -23.7% | +392.4% | +420.6% |
| 5Y | +172.5% | -38.9% | +211.4% | +251.1% |
| All | +4,608.4% | -9.1% | +4,617.5% | +6,018.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling