+3,343.4%
STX vs COHR
+1,321.6%
+2,021.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -5.1% |
| 7D | -2.3% | +8.3% | -10.6% | -4.9% |
| 30D | -5.5% | -14.1% | +8.7% | -0.7% |
| 3M | -4.3% | -16.0% | +11.7% | 0.0% |
| 6M | +115.6% | +21.5% | +94.2% | +97.7% |
| YTD | +202.2% | +65.4% | +136.7% | +148.7% |
| 1Y | +325.3% | +195.0% | +130.3% | +191.0% |
| 3Y | +1,283.9% | +830.2% | +453.8% | +507.1% |
| 5Y | +1,048.3% | +397.1% | +651.2% | +472.0% |
| All | +3,343.4% | +1,321.6% | +2,021.8% | +999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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