+1,972.8%
STX vs COF
+185.2%
+1,787.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +14.6% | -3.4% | +18.0% | +16.2% |
| 30D | -26.0% | +0.4% | -26.3% | -26.1% |
| 3M | -42.6% | -12.5% | -30.1% | -39.6% |
| 6M | -35.3% | +8.3% | -43.6% | -38.1% |
| YTD | +92.5% | -18.6% | +111.0% | +105.6% |
| 1Y | +102.4% | -8.6% | +111.0% | +105.8% |
| 3Y | +673.8% | +94.7% | +579.2% | +458.5% |
| 5Y | +463.1% | +35.3% | +427.7% | +357.1% |
| All | +1,972.8% | +185.2% | +1,787.7% | +1,151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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