+461.8%
STM vs COP
+335.3%
+126.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +16.3% | +3.4% | +12.9% | +15.0% |
| 30D | -6.3% | -0.6% | -5.7% | -6.3% |
| 3M | -14.1% | +10.8% | -24.9% | -17.7% |
| 6M | -19.6% | +19.6% | -39.2% | -25.7% |
| YTD | +80.1% | +52.9% | +27.2% | +50.0% |
| 1Y | +95.4% | +62.2% | +33.2% | +58.8% |
| 3Y | +14.7% | +32.4% | -17.7% | -1.2% |
| 5Y | -5.4% | +129.7% | -135.1% | -36.9% |
| All | +461.8% | +335.3% | +126.5% | +189.7% |
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