+1,808.6%
STM vs COP
+2,907.8%
-1,099.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | -10.7% | -11.5% | +0.8% | -6.1% |
| 30D | -25.7% | +5.0% | -30.7% | -27.6% |
| 3M | -21.6% | +17.5% | -39.0% | -27.5% |
| 6M | -27.8% | +16.2% | -44.0% | -33.9% |
| YTD | +61.8% | +48.8% | +13.0% | +31.2% |
| 1Y | +78.1% | +64.1% | +14.0% | +38.0% |
| 3Y | +4.9% | +25.7% | -20.8% | -10.4% |
| 5Y | -14.3% | +114.4% | -128.6% | -45.5% |
| 10Y | +414.1% | +331.7% | +82.4% | +107.5% |
| All | +1,808.6% | +2,907.8% | -1,099.2% | +364.2% |
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