+207.3%
STT vs COO
-22.0%
+229.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +0.5% | -2.2% | +2.7% | +1.1% |
| 30D | +3.9% | -7.0% | +10.9% | +5.8% |
| 3M | +20.0% | +12.2% | +7.7% | +15.2% |
| 6M | +55.3% | -15.1% | +70.4% | +62.4% |
| YTD | +53.3% | -15.1% | +68.4% | +60.4% |
| 1Y | +74.7% | +2.3% | +72.4% | +72.3% |
| All | +207.3% | -22.0% | +229.3% | +209.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling