+657.6%
STM vs COP
+338.9%
+318.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +5.2% | -0.8% | +6.0% | +5.5% |
| 30D | -7.4% | +15.6% | -22.9% | -12.0% |
| 3M | -30.6% | +14.3% | -45.0% | -34.4% |
| 6M | +66.4% | +17.0% | +49.4% | +54.5% |
| YTD | +101.1% | +47.4% | +53.7% | +70.6% |
| 1Y | +97.4% | +52.4% | +45.0% | +64.4% |
| 3Y | +21.1% | +20.8% | +0.3% | +8.0% |
| 5Y | +22.5% | +191.7% | -169.2% | -25.7% |
| 10Y | +657.6% | +325.1% | +332.5% | +280.1% |
| All | +657.6% | +338.9% | +318.7% | +280.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling