+16,258.7%
STX vs COHR
+7,138.8%
+9,119.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.5% |
| 7D | +8.0% | +10.9% | -2.9% | +4.5% |
| 30D | +5.1% | -10.8% | +15.9% | +9.0% |
| 3M | +5.8% | -17.4% | +23.1% | +11.2% |
| 6M | +124.9% | +12.5% | +112.5% | +112.1% |
| YTD | +213.9% | +58.8% | +155.1% | +163.2% |
| 1Y | +350.4% | +183.3% | +167.1% | +213.9% |
| 3Y | +1,314.2% | +783.0% | +531.2% | +534.2% |
| 5Y | +1,092.8% | +377.2% | +715.6% | +505.2% |
| 10Y | +3,522.4% | +1,261.0% | +2,261.4% | +1,049.1% |
| All | +16,258.7% | +7,138.8% | +9,119.9% | +2,851.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling