+7.5%
SMR vs COO
-37.8%
+45.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | -1.7% |
| 7D | +13.1% | -9.0% | +22.0% | +15.7% |
| 30D | +17.8% | -16.8% | +34.6% | +23.3% |
| 3M | +8.1% | -7.5% | +15.6% | +9.3% |
| 6M | -11.1% | -16.3% | +5.2% | -7.1% |
| YTD | -23.7% | -22.5% | -1.2% | -18.2% |
| 1Y | -69.4% | -7.0% | -62.4% | -69.3% |
| 3Y | +82.6% | -27.5% | +110.1% | +93.4% |
| All | +7.5% | -37.8% | +45.2% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling