+443.6%
STX vs COO
-41.6%
+485.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -28.5% | +4.7% | -33.2% | -29.4% |
| 30D | -42.9% | +13.9% | -56.8% | -45.0% |
| 3M | -45.9% | -14.9% | -31.0% | -44.0% |
| 6M | -41.3% | +2.0% | -43.3% | -43.8% |
| YTD | +67.9% | -23.9% | +91.9% | +79.9% |
| 1Y | +66.5% | -9.6% | +76.1% | +66.4% |
| 3Y | +588.0% | -25.4% | +613.4% | +605.5% |
| All | +443.6% | -41.6% | +485.2% | +495.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling