+9.9%
SM vs COO
+41.7%
-31.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.0% |
| 7D | +0.3% | -2.3% | +2.6% | +1.3% |
| 30D | -17.3% | +13.3% | -30.6% | -22.8% |
| 3M | -3.6% | -18.1% | +14.5% | +3.9% |
| 6M | +2.9% | +6.7% | -3.8% | -4.4% |
| YTD | +70.2% | -23.2% | +93.4% | +86.6% |
| 1Y | +66.5% | -12.3% | +78.8% | +69.0% |
| 3Y | -8.2% | -23.6% | +15.4% | -5.3% |
| 5Y | -1.5% | -38.7% | +37.2% | +13.7% |
| All | +9.9% | +41.7% | -31.8% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling