+0.8%
STLA vs COO
+40.2%
-39.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | -11.6% | -2.3% | -9.3% | -10.6% |
| 30D | -6.2% | +13.3% | -19.4% | -11.5% |
| 3M | -24.6% | -18.1% | -6.5% | -18.0% |
| 6M | -44.9% | +6.7% | -51.6% | -47.8% |
| YTD | -62.3% | -23.2% | -39.0% | -58.2% |
| 1Y | -61.8% | -12.3% | -49.5% | -60.4% |
| 3Y | -75.3% | -23.6% | -51.8% | -73.7% |
| 5Y | -72.5% | -38.7% | -33.8% | -67.8% |
| 10Y | +0.8% | +42.2% | -41.4% | -17.1% |
| All | +0.8% | +40.2% | -39.4% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling