+4.2%
SM vs COO
-40.4%
+44.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +9.4% | +0.5% | +8.9% | +9.2% |
| 30D | -14.4% | +14.2% | -28.5% | -18.0% |
| 3M | +1.6% | -18.2% | +19.8% | +7.0% |
| 6M | +6.3% | +5.3% | +1.0% | +2.0% |
| YTD | +78.8% | -23.6% | +102.3% | +92.6% |
| 1Y | +83.1% | -12.7% | +95.8% | +86.6% |
| 3Y | -5.9% | -24.2% | +18.3% | -3.5% |
| All | +4.2% | -40.4% | +44.6% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling