+650.7%
STM vs COPX
+186.2%
+464.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +5.8% | -4.0% | +9.8% | +8.4% |
| 30D | -1.0% | +4.5% | -5.5% | -3.9% |
| 3M | -33.3% | +0.8% | -34.1% | -33.4% |
| 6M | +57.4% | +3.2% | +54.2% | +53.8% |
| YTD | +102.2% | +26.7% | +75.5% | +71.7% |
| 1Y | +99.6% | +85.7% | +13.9% | +33.3% |
| 3Y | +14.5% | +151.2% | -136.6% | -37.9% |
| 5Y | +21.4% | +170.0% | -148.6% | -39.1% |
| 10Y | +695.0% | +572.9% | +122.0% | +116.6% |
| All | +650.7% | +186.2% | +464.4% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling