-4.6%
STM vs COP
+133.8%
-138.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +12.0% | +4.4% | +7.6% | +11.0% |
| 30D | -0.4% | 0.0% | -0.3% | -0.5% |
| 3M | -13.2% | +15.0% | -28.2% | -16.3% |
| 6M | -26.1% | +22.0% | -48.1% | -30.2% |
| YTD | +81.2% | +55.3% | +25.8% | +56.5% |
| 1Y | +98.3% | +64.1% | +34.2% | +68.0% |
| 3Y | +16.7% | +34.1% | -17.3% | +2.6% |
| All | -4.6% | +133.8% | -138.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling