+33.8%
SM vs COO
+4.1%
+29.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.2% |
| 7D | -0.5% | -2.2% | +1.7% | -0.7% |
| 30D | +25.6% | -7.0% | +32.6% | +24.7% |
| 3M | +8.0% | +12.2% | -4.2% | +9.9% |
| 6M | +50.8% | -15.1% | +65.9% | +60.8% |
| YTD | +97.9% | -15.1% | +113.0% | +110.3% |
| 1Y | +33.8% | +2.3% | +31.5% | +38.3% |
| All | +33.8% | +4.1% | +29.7% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling