+55.8%
SMR vs COO
-25.3%
+81.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.8% | +18.1% | +16.6% |
| 7D | -9.6% | +4.7% | -14.3% | -10.7% |
| 30D | -33.8% | +13.9% | -47.7% | -36.0% |
| 3M | -46.4% | -14.9% | -31.4% | -44.3% |
| 6M | -62.4% | +2.0% | -64.5% | -63.9% |
| YTD | -64.1% | -23.9% | -40.2% | -61.0% |
| 1Y | -84.3% | -9.6% | -74.7% | -84.0% |
| 3Y | +55.8% | -25.4% | +81.3% | +28.8% |
| All | +55.8% | -25.3% | +81.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling