+90.1%
STM vs COO
-9.3%
+99.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.3% |
| 7D | -7.9% | +4.5% | -12.4% | -7.6% |
| 30D | -14.1% | +16.9% | -31.1% | -13.7% |
| 3M | -17.6% | -16.7% | -0.9% | -18.3% |
| 6M | -24.2% | +5.9% | -30.2% | -27.1% |
| YTD | +73.3% | -22.4% | +95.7% | +98.4% |
| 1Y | +90.1% | -10.1% | +100.2% | +107.6% |
| All | +90.1% | -9.3% | +99.4% | +107.6% |
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