+298.3%
COP vs STT
+211.9%
+86.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -3.1% |
| 7D | -8.4% | +0.9% | -9.4% | -9.1% |
| 30D | +0.3% | -2.3% | +2.6% | +1.2% |
| 3M | +15.1% | -7.0% | +22.1% | +18.9% |
| 6M | +19.8% | +15.5% | +4.3% | +8.7% |
| YTD | +46.8% | +35.6% | +11.2% | +19.8% |
| 1Y | +59.7% | +47.9% | +11.9% | +23.8% |
| 3Y | +28.7% | +181.1% | -152.4% | -33.7% |
| 5Y | +110.7% | +108.2% | +2.5% | +21.9% |
| 10Y | +298.3% | +201.0% | +97.3% | +55.7% |
| All | +298.3% | +211.9% | +86.4% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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