+1,945.0%
STM vs COP
+2,892.8%
-947.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | -7.9% | -6.1% | -1.8% | -5.4% |
| 30D | -14.1% | +1.1% | -15.2% | -14.9% |
| 3M | -17.6% | +10.9% | -28.6% | -22.0% |
| 6M | -24.2% | +20.8% | -45.0% | -31.8% |
| YTD | +73.3% | +48.0% | +25.3% | +40.8% |
| 1Y | +90.1% | +58.5% | +31.6% | +49.5% |
| 3Y | +10.3% | +28.1% | -17.8% | -6.6% |
| 5Y | -5.7% | +120.5% | -126.2% | -40.9% |
| 10Y | +444.1% | +310.1% | +134.0% | +124.8% |
| All | +1,945.0% | +2,892.8% | -947.8% | +398.2% |
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