+4,492.0%
COP vs STT
+7,372.9%
-2,881.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +17.5% | +3.9% | +13.6% | +16.0% |
| 3M | +13.4% | +20.0% | -6.6% | +6.9% |
| 6M | +17.7% | +55.3% | -37.6% | +2.1% |
| YTD | +46.6% | +53.3% | -6.8% | +27.3% |
| 1Y | +44.6% | +74.7% | -30.1% | +20.5% |
| 3Y | +20.7% | +205.8% | -185.1% | -15.8% |
| 5Y | +185.0% | +145.0% | +40.0% | +107.5% |
| 10Y | +347.0% | +266.0% | +81.0% | +192.1% |
| All | +4,492.0% | +7,372.9% | -2,881.0% | +1,481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling