-15.7%
STM vs COO
-41.6%
+25.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | -10.7% | +4.7% | -15.5% | -12.7% |
| 30D | -25.7% | +13.9% | -39.6% | -30.4% |
| 3M | -21.6% | -14.9% | -6.6% | -16.7% |
| 6M | -27.8% | +2.0% | -29.8% | -31.7% |
| YTD | +61.8% | -23.9% | +85.7% | +81.0% |
| 1Y | +78.1% | -9.6% | +87.7% | +79.8% |
| 3Y | +4.9% | -25.4% | +30.3% | +11.1% |
| All | -15.7% | -41.6% | +25.9% | -3.3% |
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