+183.1%
STT vs COPX
+128.6%
+54.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | +4.8% | -2.8% | +7.6% | +5.5% |
| 30D | +3.9% | -14.3% | +18.3% | +8.0% |
| 3M | -8.2% | -19.0% | +10.9% | -3.5% |
| 6M | +15.6% | -24.4% | +40.0% | +22.6% |
| YTD | +37.6% | -3.2% | +40.9% | +33.9% |
| 1Y | +50.1% | +15.2% | +35.0% | +38.3% |
| 3Y | +183.1% | +127.6% | +55.4% | +98.5% |
| All | +183.1% | +128.6% | +54.5% | +98.5% |
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 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