+263.8%
STLA vs COO
+679.5%
-415.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | +2.6% | -2.2% | +4.8% | +3.5% |
| 30D | -1.2% | -7.0% | +5.8% | +1.5% |
| 3M | -24.8% | +12.2% | -37.0% | -28.5% |
| 6M | -25.6% | -15.1% | -10.5% | -21.1% |
| YTD | -48.9% | -15.1% | -33.9% | -46.1% |
| 1Y | -38.8% | +2.3% | -41.1% | -40.2% |
| 3Y | -64.5% | -23.7% | -40.9% | -62.0% |
| 5Y | -62.4% | -38.9% | -23.5% | -56.9% |
| 10Y | +55.4% | +49.9% | +5.5% | +36.5% |
| All | +263.8% | +679.5% | -415.7% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling