+525.6%
STT vs COPX
+198.0%
+327.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -3.1% |
| 7D | +2.2% | +5.8% | -3.6% | -0.4% |
| 30D | +3.9% | +7.2% | -3.3% | +0.4% |
| 3M | +19.2% | +16.5% | +2.7% | +9.9% |
| 6M | +60.4% | +18.4% | +41.9% | +43.8% |
| YTD | +51.5% | +31.9% | +19.5% | +27.2% |
| 1Y | +76.3% | +88.5% | -12.2% | +24.2% |
| 3Y | +200.7% | +173.1% | +27.7% | +68.5% |
| 5Y | +157.5% | +193.1% | -35.6% | +34.5% |
| 10Y | +262.0% | +591.7% | -329.7% | +15.2% |
| All | +525.6% | +198.0% | +327.6% | +154.9% |
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