-6.3%
SM vs COO
-23.4%
+17.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | +26.3% | -7.0% | +33.3% | +28.2% |
| 3M | +8.7% | +12.2% | -3.5% | +5.3% |
| 6M | +51.7% | -15.1% | +66.8% | +59.1% |
| YTD | +99.0% | -15.1% | +114.1% | +108.7% |
| 1Y | +34.6% | +2.3% | +32.3% | +32.4% |
| All | -6.3% | -23.4% | +17.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling