+350.4%
STX vs COPX
+76.0%
+274.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | +2.0% |
| 7D | +8.0% | -2.9% | +10.9% | +9.9% |
| 30D | +5.1% | 0.0% | +5.1% | +4.4% |
| 3M | +5.8% | +14.8% | -9.0% | -4.3% |
| 6M | +124.9% | +7.0% | +117.9% | +110.4% |
| YTD | +213.9% | +23.8% | +190.1% | +162.8% |
| 1Y | +350.4% | +75.7% | +274.7% | +189.2% |
| All | +350.4% | +76.0% | +274.4% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling