+260.3%
STT vs COPX
+584.4%
-324.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +2.9% |
| 7D | -1.4% | -2.9% | +1.5% | -0.3% |
| 30D | +2.2% | 0.0% | +2.2% | +1.7% |
| 3M | +18.8% | +14.8% | +4.0% | +9.9% |
| 6M | +57.9% | +7.0% | +50.9% | +47.8% |
| YTD | +51.0% | +23.8% | +27.2% | +29.2% |
| 1Y | +77.1% | +75.7% | +1.4% | +26.0% |
| 3Y | +199.8% | +156.4% | +43.4% | +64.9% |
| 5Y | +156.0% | +167.6% | -11.6% | +31.5% |
| All | +260.3% | +584.4% | -324.1% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling