+444.1%
STM vs COO
+38.3%
+405.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.7% |
| 7D | -7.9% | +4.5% | -12.4% | -10.3% |
| 30D | -14.1% | +16.9% | -31.1% | -21.7% |
| 3M | -17.6% | -16.7% | -0.9% | -10.5% |
| 6M | -24.2% | +5.9% | -30.2% | -30.3% |
| YTD | +73.3% | -22.4% | +95.7% | +93.0% |
| 1Y | +90.1% | -10.1% | +100.2% | +92.4% |
| 3Y | +10.3% | -22.8% | +33.1% | +16.2% |
| 5Y | -5.7% | -41.4% | +35.7% | +16.9% |
| 10Y | +444.1% | +41.3% | +402.8% | +359.1% |
| All | +444.1% | +38.3% | +405.7% | +359.1% |
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