+2,285.7%
STM vs COP
+2,863.4%
-577.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.3% |
| 7D | +5.8% | +3.0% | +2.8% | +4.4% |
| 30D | -1.0% | +17.5% | -18.5% | -7.7% |
| 3M | -33.3% | +13.4% | -46.6% | -37.5% |
| 6M | +57.4% | +17.7% | +39.6% | +43.2% |
| YTD | +102.2% | +46.6% | +55.6% | +66.4% |
| 1Y | +99.6% | +44.6% | +55.0% | +64.0% |
| 3Y | +14.5% | +20.7% | -6.2% | -0.2% |
| 5Y | +21.4% | +185.0% | -163.7% | -32.0% |
| 10Y | +695.0% | +347.0% | +348.0% | +216.6% |
| All | +2,285.7% | +2,863.4% | -577.7% | +488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling