+132.2%
COP vs STT
+104.1%
+28.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.4% | +4.8% | -0.4% | +2.8% |
| 30D | 0.0% | +3.9% | -4.0% | -1.5% |
| 3M | +15.0% | -8.2% | +23.2% | +17.9% |
| 6M | +22.0% | +15.6% | +6.4% | +14.9% |
| YTD | +55.3% | +37.6% | +17.7% | +36.1% |
| 1Y | +64.1% | +50.1% | +14.0% | +39.1% |
| 3Y | +34.1% | +183.1% | -149.0% | -11.5% |
| All | +132.2% | +104.1% | +28.1% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling