-27.8%
STM vs COP
+17.2%
-45.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.7% |
| 7D | -10.7% | -11.5% | +0.8% | -17.1% |
| 30D | -25.7% | +5.0% | -30.7% | -23.0% |
| 3M | -21.6% | +17.5% | -39.0% | -11.4% |
| 6M | -27.8% | +16.2% | -44.0% | -15.8% |
| All | -27.8% | +17.2% | -45.0% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling