+3,676.0%
STX vs COP
+338.9%
+3,337.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.3% |
| 7D | +10.7% | -0.8% | +11.6% | +11.0% |
| 30D | +11.3% | +15.6% | -4.3% | +7.1% |
| 3M | +3.2% | +14.3% | -11.1% | -0.7% |
| 6M | +157.0% | +17.0% | +140.0% | +143.9% |
| YTD | +229.2% | +47.4% | +181.8% | +191.5% |
| 1Y | +381.8% | +52.4% | +329.4% | +320.7% |
| 3Y | +1,383.2% | +20.8% | +1,362.4% | +1,259.7% |
| 5Y | +1,144.9% | +191.7% | +953.2% | +764.4% |
| 10Y | +3,676.0% | +325.1% | +3,351.0% | +2,258.2% |
| All | +3,676.0% | +338.9% | +3,337.2% | +2,258.2% |
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