+25.7%
COP vs STT
+165.4%
-139.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -11.5% | -2.5% | -9.1% | -10.9% |
| 30D | +5.0% | -5.0% | +9.9% | +6.4% |
| 3M | +17.5% | -10.5% | +28.0% | +21.1% |
| 6M | +16.2% | +10.0% | +6.2% | +10.9% |
| YTD | +48.8% | +30.7% | +18.1% | +31.3% |
| 1Y | +64.1% | +43.8% | +20.3% | +38.4% |
| 3Y | +25.7% | +168.1% | -142.4% | -20.6% |
| All | +25.7% | +165.4% | -139.7% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling