+46.2%
STT vs COO
-8.8%
+55.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.9% |
| 7D | +0.9% | +4.3% | -3.4% | +0.4% |
| 30D | -2.3% | +17.6% | -19.9% | -4.1% |
| 3M | -7.0% | -13.9% | +6.9% | -4.6% |
| 6M | +15.5% | +6.6% | +8.9% | +11.1% |
| YTD | +35.6% | -22.0% | +57.6% | +48.8% |
| All | +46.2% | -8.8% | +55.0% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling