+123.8%
STX vs COP
+61.7%
+62.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.2% | -3.0% | -9.7% |
| 7D | -20.2% | -8.1% | -12.1% | -22.4% |
| 30D | -37.2% | +6.7% | -43.9% | -35.2% |
| 3M | -34.1% | +16.9% | -50.9% | -29.7% |
| 6M | -24.5% | +11.2% | -35.6% | -20.4% |
| YTD | +102.9% | +49.5% | +53.4% | +134.9% |
| 1Y | +123.8% | +60.7% | +63.1% | +169.7% |
| All | +123.8% | +61.7% | +62.1% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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