+15.7%
STM vs COO
-23.4%
+39.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +5.8% | -2.2% | +8.0% | +6.5% |
| 30D | -1.0% | -7.0% | +6.0% | +1.1% |
| 3M | -33.3% | +12.2% | -45.5% | -37.1% |
| 6M | +57.4% | -15.1% | +72.5% | +67.9% |
| YTD | +102.2% | -15.1% | +117.3% | +115.8% |
| 1Y | +99.6% | +2.3% | +97.3% | +95.4% |
| All | +15.7% | -23.4% | +39.2% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling