+422.5%
STM vs COO
+40.7%
+381.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.2% | +5.4% |
| 7D | -5.6% | +4.3% | -9.9% | -7.9% |
| 30D | -14.4% | +17.6% | -32.0% | -22.2% |
| 3M | -20.5% | -13.9% | -6.6% | -15.3% |
| 6M | -24.5% | +6.6% | -31.1% | -30.7% |
| YTD | +72.7% | -22.0% | +94.7% | +91.7% |
| 1Y | +91.0% | -8.8% | +99.8% | +91.8% |
| 3Y | +13.5% | -21.5% | +35.0% | +18.3% |
| 5Y | -9.2% | -41.0% | +31.8% | +12.2% |
| 10Y | +422.5% | +40.9% | +381.6% | +338.5% |
| All | +422.5% | +40.7% | +381.8% | +338.5% |
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