+71.6%
SM vs COO
-7.7%
+79.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +5.9% | -21.2% | -13.9% |
| 7D | -21.5% | +8.4% | -29.9% | -19.8% |
| 30D | -11.4% | +13.5% | -24.9% | -8.8% |
| 3M | +0.6% | -13.8% | +14.4% | -0.1% |
| 6M | +0.2% | +4.7% | -4.5% | +3.5% |
| YTD | +69.7% | -21.4% | +91.1% | +84.0% |
| 1Y | +71.6% | -6.7% | +78.3% | +80.3% |
| All | +71.6% | -7.7% | +79.2% | +80.3% |
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