+16,011.1%
STX vs COP
+1,407.4%
+14,603.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.8% |
| 7D | +2.4% | +3.0% | -0.6% | +1.1% |
| 30D | +1.4% | +17.5% | -16.1% | -5.0% |
| 3M | -8.2% | +13.4% | -21.6% | -13.3% |
| 6M | +127.0% | +17.7% | +109.3% | +109.0% |
| YTD | +209.1% | +46.6% | +162.6% | +158.4% |
| 1Y | +365.4% | +44.6% | +320.8% | +288.3% |
| 3Y | +1,135.4% | +20.7% | +1,114.7% | +982.1% |
| 5Y | +991.5% | +185.0% | +806.5% | +529.4% |
| 10Y | +3,695.8% | +347.0% | +3,348.8% | +1,378.6% |
| All | +16,011.1% | +1,407.4% | +14,603.7% | +2,598.0% |
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 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