+96.5%
STM vs COPX
+31.7%
+64.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.0% | -10.0% | -8.6% |
| 7D | -6.0% | -3.0% | -3.1% | -4.3% |
| 30D | -20.9% | -13.6% | -7.3% | -13.0% |
| 3M | -15.8% | -11.2% | -4.5% | -9.6% |
| 6M | -17.0% | -2.4% | -14.7% | -14.2% |
| YTD | +76.8% | +4.2% | +72.6% | +65.8% |
| 1Y | +96.5% | +32.2% | +64.3% | +50.1% |
| All | +96.5% | +31.7% | +64.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling