+3,519.6%
SITM vs COO
-18.8%
+3,538.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +32.5% | -2.1% | +34.6% | +34.1% |
| 30D | -18.8% | +13.9% | -32.7% | -26.3% |
| 3M | -30.9% | -18.9% | -11.9% | -23.3% |
| 6M | -44.5% | +3.7% | -48.2% | -50.4% |
| YTD | +33.2% | -24.1% | +57.4% | +51.0% |
| 1Y | +53.8% | -14.2% | +68.1% | +57.9% |
| 3Y | +335.7% | -24.5% | +360.1% | +363.6% |
| 5Y | +84.6% | -40.4% | +125.1% | +135.9% |
| All | +3,519.6% | -18.8% | +3,538.4% | +4,807.5% |
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