+16,011.1%
STX vs COO
+843.8%
+15,167.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.9% |
| 7D | +2.4% | -2.2% | +4.6% | +3.1% |
| 30D | +1.4% | -7.0% | +8.4% | +3.7% |
| 3M | -8.2% | +12.2% | -20.4% | -13.9% |
| 6M | +127.0% | -15.1% | +142.1% | +136.1% |
| YTD | +209.1% | -15.1% | +224.2% | +221.1% |
| 1Y | +365.4% | +2.3% | +363.1% | +346.5% |
| 3Y | +1,135.4% | -23.7% | +1,159.1% | +1,189.0% |
| 5Y | +991.5% | -38.9% | +1,030.4% | +1,129.9% |
| 10Y | +3,695.8% | +49.9% | +3,645.9% | +2,839.5% |
| All | +16,011.1% | +843.8% | +15,167.3% | +5,175.6% |
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 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