+21.0%
STM vs COP
+186.8%
-165.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.1% |
| 7D | +5.8% | +3.0% | +2.8% | +5.1% |
| 30D | -1.0% | +17.5% | -18.5% | -4.7% |
| 3M | -33.3% | +13.4% | -46.6% | -35.5% |
| 6M | +57.4% | +17.7% | +39.6% | +49.0% |
| YTD | +102.2% | +46.6% | +55.6% | +78.2% |
| 1Y | +99.6% | +44.6% | +55.0% | +75.9% |
| 3Y | +14.5% | +20.7% | -6.2% | +3.6% |
| All | +21.0% | +186.8% | -165.9% | -6.6% |
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