+1,883.6%
STX vs COO
+41.2%
+1,842.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -28.5% | +4.7% | -33.2% | -29.7% |
| 30D | -42.9% | +13.9% | -56.8% | -45.7% |
| 3M | -45.9% | -14.9% | -31.0% | -43.6% |
| 6M | -41.3% | +2.0% | -43.3% | -44.0% |
| YTD | +67.9% | -23.9% | +91.9% | +80.3% |
| 1Y | +66.5% | -9.6% | +76.1% | +66.2% |
| 3Y | +588.0% | -25.4% | +613.4% | +613.3% |
| 5Y | +449.1% | -41.2% | +490.2% | +522.1% |
| All | +1,883.6% | +41.2% | +1,842.4% | +1,457.3% |
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