+52.0%
STT vs COPX
+31.7%
+20.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.4% |
| 7D | -0.1% | -3.0% | +2.9% | +0.5% |
| 30D | -1.7% | -13.6% | +12.0% | +1.2% |
| 3M | -6.4% | -11.2% | +4.8% | -4.4% |
| 6M | +17.7% | -2.4% | +20.1% | +16.6% |
| YTD | +36.9% | +4.2% | +32.7% | +27.6% |
| 1Y | +52.0% | +32.2% | +19.9% | +27.4% |
| All | +52.0% | +31.7% | +20.3% | +27.4% |
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