+11.1%
SMR vs COO
-33.6%
+44.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.7% | +18.0% | +15.9% |
| 7D | +21.4% | -2.3% | +23.7% | +22.0% |
| 30D | +13.8% | -8.8% | +22.7% | +16.3% |
| 3M | +3.9% | +1.3% | +2.6% | +2.4% |
| 6M | -4.2% | -11.6% | +7.4% | -1.3% |
| YTD | -21.1% | -17.4% | -3.7% | -16.7% |
| 1Y | -67.1% | -1.6% | -65.5% | -67.4% |
| 3Y | +88.9% | -22.6% | +111.5% | +96.8% |
| All | +11.1% | -33.6% | +44.8% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling