+1,967.8%
STX vs COO
+38.3%
+1,929.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -17.3% | +4.5% | -21.8% | -18.5% |
| 30D | -35.9% | +16.9% | -52.9% | -39.5% |
| 3M | -37.3% | -16.7% | -20.6% | -34.0% |
| 6M | -35.8% | +5.9% | -41.8% | -39.5% |
| YTD | +82.7% | -22.4% | +105.2% | +95.2% |
| 1Y | +71.6% | -10.1% | +81.7% | +72.1% |
| 3Y | +635.3% | -22.8% | +658.0% | +652.4% |
| 5Y | +483.8% | -41.4% | +525.2% | +564.5% |
| 10Y | +1,967.8% | +41.3% | +1,926.5% | +1,495.7% |
| All | +1,967.8% | +38.3% | +1,929.4% | +1,495.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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