+98.8%
STM vs COPX
+76.0%
+22.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +2.7% |
| 7D | -1.1% | -2.9% | +1.8% | +0.4% |
| 30D | -7.8% | 0.0% | -7.8% | -8.4% |
| 3M | -28.2% | +14.8% | -43.0% | -34.1% |
| 6M | +52.0% | +7.0% | +44.9% | +43.5% |
| YTD | +96.4% | +23.8% | +72.5% | +68.8% |
| 1Y | +98.8% | +75.7% | +23.1% | +52.4% |
| All | +98.8% | +76.0% | +22.8% | +52.4% |
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