+1,608.3%
SM vs COO
+18,927.2%
-17,318.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | +26.3% | -7.0% | +33.3% | +27.4% |
| 3M | +8.7% | +12.2% | -3.5% | +6.8% |
| 6M | +51.7% | -15.1% | +66.8% | +54.0% |
| YTD | +99.0% | -15.1% | +114.1% | +102.1% |
| 1Y | +34.6% | +2.3% | +32.3% | +33.4% |
| 3Y | -7.8% | -23.7% | +15.9% | -5.7% |
| 5Y | +104.8% | -38.9% | +143.7% | +114.2% |
| 10Y | +7.2% | +49.9% | -42.7% | +3.7% |
| All | +1,608.3% | +18,927.2% | -17,318.9% | +1,282.3% |
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