+21.0%
STM vs COO
-38.8%
+59.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | +5.8% | -2.2% | +8.0% | +6.9% |
| 30D | -1.0% | -7.0% | +6.0% | +2.2% |
| 3M | -33.3% | +12.2% | -45.5% | -38.6% |
| 6M | +57.4% | -15.1% | +72.5% | +69.4% |
| YTD | +102.2% | -15.1% | +117.3% | +117.8% |
| 1Y | +99.6% | +2.3% | +97.3% | +91.8% |
| 3Y | +14.5% | -23.7% | +38.2% | +24.1% |
| All | +21.0% | -38.8% | +59.7% | +41.3% |
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