+2,071.0%
STX vs COP
+319.0%
+1,752.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +10.1% |
| 7D | -14.8% | -8.4% | -6.3% | -12.8% |
| 30D | -35.4% | +0.3% | -35.6% | -35.5% |
| 3M | -37.7% | +15.1% | -52.8% | -40.2% |
| 6M | -35.2% | +19.8% | -55.0% | -38.8% |
| YTD | +84.4% | +46.8% | +37.6% | +62.5% |
| 1Y | +82.3% | +59.7% | +22.5% | +56.3% |
| 3Y | +646.2% | +28.7% | +617.5% | +570.3% |
| 5Y | +487.4% | +110.7% | +376.7% | +344.9% |
| 10Y | +2,071.0% | +298.3% | +1,772.7% | +1,247.8% |
| All | +2,071.0% | +319.0% | +1,752.0% | +1,247.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling