+644.6%
STM vs COPX
+584.4%
+60.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +2.9% |
| 7D | -1.1% | -2.9% | +1.8% | +0.5% |
| 30D | -7.8% | 0.0% | -7.8% | -8.4% |
| 3M | -28.2% | +14.8% | -43.0% | -34.4% |
| 6M | +52.0% | +7.0% | +44.9% | +44.4% |
| YTD | +96.4% | +23.8% | +72.5% | +66.6% |
| 1Y | +98.8% | +75.7% | +23.1% | +33.3% |
| 3Y | +18.3% | +156.4% | -138.1% | -40.0% |
| 5Y | +17.7% | +167.6% | -149.9% | -44.2% |
| All | +644.6% | +584.4% | +60.1% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling