+42.1%
SM vs COO
+0.2%
+41.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.7% |
| 7D | +0.1% | -2.2% | +2.3% | -0.1% |
| 30D | +26.3% | -7.0% | +33.3% | +25.4% |
| 3M | +8.7% | +12.2% | -3.5% | +10.5% |
| 6M | +51.7% | -15.1% | +66.8% | +61.9% |
| YTD | +99.0% | -15.1% | +114.1% | +111.7% |
| All | +42.1% | +0.2% | +41.9% | +46.4% |
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 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