+4,560.7%
COP vs STT
+6,268.9%
-1,708.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| YTD | +48.8% | +30.7% | +18.1% | +35.4% |
| 1Y | +64.1% | +43.8% | +20.3% | +44.9% |
| 3Y | +25.7% | +168.1% | -142.4% | -8.9% |
| 5Y | +114.4% | +101.4% | +13.0% | +65.3% |
| 10Y | +331.7% | +211.3% | +120.4% | +195.6% |
| All | +4,560.7% | +6,268.9% | -1,708.2% | +1,581.3% |
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