+15.4%
STLA vs COO
+41.2%
-25.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -4.5% | +4.7% | -9.2% | -6.5% |
| 30D | -3.9% | +13.9% | -17.8% | -9.6% |
| 3M | -20.2% | -14.9% | -5.2% | -14.8% |
| 6M | -42.2% | +2.0% | -44.2% | -44.0% |
| YTD | -59.3% | -23.9% | -35.4% | -54.7% |
| 1Y | -56.1% | -9.6% | -46.4% | -55.2% |
| 3Y | -73.7% | -25.4% | -48.2% | -71.6% |
| 5Y | -70.3% | -41.2% | -29.1% | -64.5% |
| All | +15.4% | +41.2% | -25.8% | -0.1% |
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