+16.7%
STM vs COPX
+128.6%
-111.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +2.2% |
| 7D | +12.0% | -2.8% | +14.8% | +14.0% |
| 30D | -0.4% | -14.3% | +14.0% | +10.4% |
| 3M | -13.2% | -19.0% | +5.9% | -0.6% |
| 6M | -26.1% | -24.4% | -1.6% | -11.6% |
| YTD | +81.2% | -3.2% | +84.4% | +80.6% |
| 1Y | +98.3% | +15.2% | +83.2% | +76.4% |
| 3Y | +16.7% | +127.6% | -110.9% | -34.4% |
| All | +16.7% | +128.6% | -111.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling