-64.3%
STLA vs COO
-22.0%
-42.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +2.6% | -2.2% | +4.8% | +3.4% |
| 30D | -1.2% | -7.0% | +5.8% | +1.4% |
| 3M | -24.8% | +12.2% | -37.0% | -28.4% |
| 6M | -25.6% | -15.1% | -10.5% | -20.7% |
| YTD | -48.9% | -15.1% | -33.9% | -45.8% |
| 1Y | -38.8% | +2.3% | -41.1% | -40.2% |
| All | -64.3% | -22.0% | -42.3% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling