+71.6%
STX vs COO
-9.3%
+80.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | -17.3% | +4.5% | -21.8% | -16.1% |
| 30D | -35.9% | +16.9% | -52.9% | -33.2% |
| 3M | -37.3% | -16.7% | -20.6% | -41.7% |
| 6M | -35.8% | +5.9% | -41.8% | -38.2% |
| YTD | +82.7% | -22.4% | +105.2% | +99.5% |
| 1Y | +71.6% | -10.1% | +81.7% | +76.3% |
| All | +71.6% | -9.3% | +80.9% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling