+10,374.7%
STX vs COO
+753.5%
+9,621.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.3% |
| 7D | -1.0% | -2.3% | +1.4% | 0.0% |
| 30D | -26.8% | +13.3% | -40.0% | -30.4% |
| 3M | -32.7% | -18.1% | -14.6% | -28.6% |
| 6M | -33.7% | +6.7% | -40.4% | -37.6% |
| YTD | +101.0% | -23.2% | +124.2% | +114.1% |
| 1Y | +92.7% | -12.3% | +105.0% | +94.7% |
| 3Y | +708.7% | -23.6% | +732.3% | +732.4% |
| 5Y | +504.0% | -38.7% | +542.7% | +572.5% |
| 10Y | +2,108.4% | +42.2% | +2,066.2% | +1,624.2% |
| All | +10,374.7% | +753.5% | +9,621.2% | +3,418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling