+8,652.1%
STX vs COP
+1,429.9%
+7,222.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -28.5% | -11.5% | -17.0% | -24.9% |
| 30D | -42.9% | +5.0% | -47.9% | -44.1% |
| 3M | -45.9% | +17.5% | -63.4% | -49.7% |
| 6M | -41.3% | +16.2% | -57.5% | -45.6% |
| YTD | +67.9% | +48.8% | +19.2% | +38.7% |
| 1Y | +66.5% | +64.1% | +2.4% | +31.5% |
| 3Y | +588.0% | +25.7% | +562.3% | +491.5% |
| 5Y | +449.1% | +114.4% | +334.7% | +257.4% |
| 10Y | +1,982.8% | +331.7% | +1,651.2% | +729.9% |
| All | +8,652.1% | +1,429.9% | +7,222.2% | +1,347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling