+264.3%
STT vs COPX
+583.8%
-319.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | +1.7% | +0.3% | +1.5% | +1.1% |
| 3M | +17.9% | +6.8% | +11.1% | +12.9% |
| 6M | +55.3% | +7.9% | +47.3% | +44.7% |
| YTD | +52.7% | +23.7% | +28.9% | +30.7% |
| 1Y | +75.7% | +71.5% | +4.1% | +26.5% |
| 3Y | +197.9% | +149.1% | +48.8% | +66.5% |
| 5Y | +158.8% | +167.3% | -8.6% | +33.0% |
| All | +264.3% | +583.8% | -319.5% | +0.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling