+6,228.6%
STT vs COO
+5,356.1%
+872.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -2.5% | +4.7% | -7.2% | -3.0% |
| 30D | -5.0% | +13.9% | -18.9% | -6.4% |
| 3M | -10.5% | -14.9% | +4.5% | -9.1% |
| 6M | +10.0% | +2.0% | +8.0% | +9.2% |
| YTD | +30.7% | -23.9% | +54.6% | +34.1% |
| 1Y | +43.8% | -9.6% | +53.4% | +44.7% |
| 3Y | +168.1% | -25.4% | +193.5% | +174.0% |
| 5Y | +101.4% | -41.2% | +142.6% | +110.8% |
| 10Y | +211.3% | +42.1% | +169.2% | +200.1% |
| All | +6,228.6% | +5,356.1% | +872.5% | +4,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling