+1,302.7%
SM vs COO
+16,950.4%
-15,647.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -25.9% | +4.7% | -30.6% | -26.5% |
| 30D | -15.1% | +13.9% | -29.0% | -16.7% |
| 3M | +4.9% | -14.9% | +19.8% | +6.4% |
| 6M | +6.1% | +2.0% | +4.1% | +5.0% |
| YTD | +63.4% | -23.9% | +87.3% | +67.4% |
| 1Y | +72.5% | -9.6% | +82.1% | +72.8% |
| 3Y | -16.9% | -25.4% | +8.5% | -15.2% |
| 5Y | -10.6% | -41.2% | +30.5% | -6.5% |
| 10Y | +11.3% | +42.1% | -30.8% | +8.0% |
| All | +1,302.7% | +16,950.4% | -15,647.7% | +1,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling