-73.1%
SMR vs COO
+4.1%
-77.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.6% |
| 7D | +4.4% | -2.2% | +6.6% | +4.2% |
| 30D | +3.4% | -7.0% | +10.4% | +2.9% |
| 3M | -19.2% | +12.2% | -31.4% | -20.7% |
| 6M | -22.6% | -15.1% | -7.5% | -17.6% |
| YTD | -31.5% | -15.1% | -16.5% | -27.0% |
| 1Y | -73.1% | +2.3% | -75.4% | -71.5% |
| All | -73.1% | +4.1% | -77.2% | -71.5% |
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