+262.0%
STT vs COO
+43.7%
+218.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | 0.0% |
| 7D | +2.2% | -2.3% | +4.5% | +3.2% |
| 30D | +3.9% | -8.8% | +12.7% | +8.0% |
| 3M | +19.2% | +1.3% | +17.8% | +17.5% |
| 6M | +60.4% | -11.6% | +72.0% | +67.5% |
| YTD | +51.5% | -17.4% | +68.9% | +63.2% |
| 1Y | +76.3% | -1.6% | +77.9% | +74.3% |
| 3Y | +200.7% | -22.6% | +223.4% | +218.9% |
| 5Y | +157.5% | -40.3% | +197.8% | +204.1% |
| 10Y | +262.0% | +45.2% | +216.8% | +239.8% |
| All | +262.0% | +43.7% | +218.3% | +239.8% |
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