+298.3%
COP vs STLA
+21.0%
+277.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -8.4% | -6.4% | -2.1% | -6.7% |
| 30D | +0.3% | -1.3% | +1.6% | 0.0% |
| 3M | +15.1% | -19.9% | +35.0% | +21.5% |
| 6M | +19.8% | -42.9% | +62.7% | +39.4% |
| YTD | +46.8% | -59.4% | +106.2% | +86.9% |
| 1Y | +59.7% | -56.8% | +116.6% | +97.8% |
| 3Y | +28.7% | -73.1% | +101.8% | +78.6% |
| 5Y | +110.7% | -70.1% | +180.8% | +166.1% |
| 10Y | +298.3% | +19.8% | +278.5% | +226.1% |
| All | +298.3% | +21.0% | +277.3% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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