-4.5%
STM vs COO
-41.3%
+36.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +1.4% | -2.3% | +3.8% | +2.6% |
| 30D | -8.4% | +13.3% | -21.6% | -13.9% |
| 3M | -15.8% | -18.1% | +2.3% | -8.7% |
| 6M | -22.8% | +6.7% | -29.5% | -28.8% |
| YTD | +79.4% | -23.2% | +102.6% | +100.2% |
| 1Y | +97.0% | -12.3% | +109.3% | +102.7% |
| 3Y | +14.2% | -23.6% | +37.8% | +19.0% |
| 5Y | -4.5% | -38.7% | +34.3% | +10.6% |
| All | -4.5% | -41.3% | +36.9% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling