+1.5%
STLA vs COO
+41.1%
-39.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.4% |
| 7D | -13.8% | +0.5% | -14.2% | -13.9% |
| 30D | -10.5% | +14.2% | -24.7% | -15.9% |
| 3M | -28.9% | -18.2% | -10.7% | -22.6% |
| 6M | -49.7% | +5.3% | -55.1% | -52.0% |
| YTD | -64.9% | -23.6% | -41.4% | -61.0% |
| 1Y | -64.0% | -12.7% | -51.3% | -62.7% |
| 3Y | -77.4% | -24.2% | -53.2% | -75.9% |
| 5Y | -74.4% | -40.0% | -34.4% | -69.8% |
| All | +1.5% | +41.1% | -39.6% | -9.3% |
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