-48.1%
SMR vs COO
-37.7%
-10.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.9% |
| 7D | -2.8% | +4.5% | -7.3% | -3.9% |
| 30D | -27.5% | +16.9% | -44.4% | -30.4% |
| 3M | -43.1% | -16.7% | -26.4% | -40.7% |
| 6M | -58.4% | +5.9% | -64.4% | -60.2% |
| YTD | -63.2% | -22.4% | -40.7% | -60.6% |
| 1Y | -81.6% | -10.1% | -71.5% | -81.3% |
| 3Y | +149.8% | -22.8% | +172.5% | +160.6% |
| All | -48.1% | -37.7% | -10.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling