+96.5%
STM vs COO
-7.7%
+104.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -5.6% |
| 7D | -6.0% | +8.4% | -14.5% | -5.4% |
| 30D | -20.9% | +13.5% | -34.4% | -20.4% |
| 3M | -15.8% | -13.8% | -2.0% | -16.3% |
| 6M | -17.0% | +4.7% | -21.8% | -18.9% |
| YTD | +76.8% | -21.4% | +98.2% | +101.9% |
| 1Y | +96.5% | -6.7% | +103.2% | +110.7% |
| All | +96.5% | -7.7% | +104.1% | +110.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling