+99.6%
STM vs COP
+46.5%
+53.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +1.6% |
| 7D | +5.8% | +3.0% | +2.8% | +6.7% |
| 30D | -1.0% | +17.5% | -18.5% | +3.7% |
| 3M | -33.3% | +13.4% | -46.6% | -29.8% |
| 6M | +57.4% | +17.7% | +39.6% | +63.8% |
| YTD | +102.2% | +46.6% | +55.6% | +107.7% |
| 1Y | +99.6% | +44.6% | +55.0% | +107.3% |
| All | +99.6% | +46.5% | +53.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling