+63.9%
SMR vs COO
-22.0%
+85.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +4.4% | -2.2% | +6.6% | +5.2% |
| 30D | +3.4% | -7.0% | +10.4% | +5.7% |
| 3M | -19.2% | +12.2% | -31.4% | -24.1% |
| 6M | -22.6% | -15.1% | -7.5% | -17.5% |
| YTD | -31.5% | -15.1% | -16.5% | -26.9% |
| 1Y | -73.1% | +2.3% | -75.4% | -73.8% |
| All | +63.9% | -22.0% | +85.9% | +43.0% |
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