+708.1%
STX vs COO
-23.7%
+731.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.0% |
| 7D | -1.0% | -2.3% | +1.4% | -0.8% |
| 30D | -26.8% | +13.3% | -40.0% | -27.4% |
| 3M | -32.7% | -18.1% | -14.6% | -31.9% |
| 6M | -33.7% | +6.7% | -40.4% | -36.1% |
| YTD | +101.0% | -23.2% | +124.2% | +109.8% |
| 1Y | +92.7% | -12.3% | +105.0% | +94.9% |
| All | +708.1% | -23.7% | +731.9% | +720.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling