+203.1%
STT vs COO
+40.2%
+163.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +0.4% | -2.3% | +2.8% | +1.4% |
| 30D | -0.4% | +13.3% | -13.7% | -5.7% |
| 3M | -6.5% | -18.1% | +11.6% | +0.7% |
| 6M | +17.2% | +6.7% | +10.5% | +11.0% |
| YTD | +38.2% | -23.2% | +61.4% | +52.0% |
| 1Y | +49.3% | -12.3% | +61.6% | +54.0% |
| 3Y | +181.9% | -23.6% | +205.5% | +196.0% |
| 5Y | +106.9% | -38.7% | +145.6% | +137.5% |
| 10Y | +203.1% | +42.2% | +160.9% | +194.8% |
| All | +203.1% | +40.2% | +163.0% | +194.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling