-4.6%
STM vs COO
-40.4%
+35.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | +12.0% | +0.5% | +11.5% | +11.8% |
| 30D | -0.4% | +14.2% | -14.5% | -6.7% |
| 3M | -13.2% | -18.2% | +5.0% | -5.8% |
| 6M | -26.1% | +5.3% | -31.4% | -31.2% |
| YTD | +81.2% | -23.6% | +104.7% | +102.6% |
| 1Y | +98.3% | -12.7% | +111.0% | +104.5% |
| 3Y | +16.7% | -24.2% | +40.9% | +22.2% |
| All | -4.6% | -40.4% | +35.8% | +10.8% |
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