+19.8%
STLA vs COO
+40.7%
-20.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.4% |
| 7D | -6.4% | +4.3% | -10.6% | -8.1% |
| 30D | -1.3% | +17.6% | -18.9% | -8.6% |
| 3M | -19.9% | -13.9% | -6.1% | -15.1% |
| 6M | -42.9% | +6.6% | -49.4% | -45.8% |
| YTD | -59.4% | -22.0% | -37.4% | -55.3% |
| 1Y | -56.8% | -8.8% | -48.0% | -56.1% |
| 3Y | -73.1% | -21.5% | -51.6% | -71.7% |
| 5Y | -70.1% | -41.0% | -29.1% | -64.3% |
| 10Y | +19.8% | +40.9% | -21.1% | +3.2% |
| All | +19.8% | +40.7% | -20.9% | +3.2% |
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