+365.4%
STX vs COP
+46.5%
+319.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.1% |
| 7D | +2.4% | +3.0% | -0.6% | +3.2% |
| 30D | +1.4% | +17.5% | -16.1% | +5.7% |
| 3M | -8.2% | +13.4% | -21.6% | -4.4% |
| 6M | +127.0% | +17.7% | +109.3% | +136.6% |
| YTD | +209.1% | +46.6% | +162.6% | +231.1% |
| 1Y | +365.4% | +44.6% | +320.8% | +385.0% |
| All | +365.4% | +46.5% | +319.0% | +385.0% |
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