+476.2%
STX vs COP
+133.8%
+342.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | +14.6% | +4.4% | +10.2% | +13.7% |
| 30D | -26.0% | 0.0% | -25.9% | -26.0% |
| 3M | -42.6% | +15.0% | -57.6% | -44.4% |
| 6M | -35.3% | +22.0% | -57.3% | -38.2% |
| YTD | +92.5% | +55.3% | +37.1% | +70.4% |
| 1Y | +102.4% | +64.1% | +38.3% | +75.9% |
| 3Y | +673.8% | +34.1% | +639.8% | +597.2% |
| All | +476.2% | +133.8% | +342.4% | +326.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling