+1,337.5%
STX vs COPX
+149.6%
+1,187.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | +0.9% |
| 7D | +8.0% | -2.9% | +10.9% | +9.5% |
| 30D | +5.1% | 0.0% | +5.1% | +4.6% |
| 3M | +5.8% | +14.8% | -9.0% | -1.7% |
| 6M | +124.9% | +7.0% | +117.9% | +114.4% |
| YTD | +213.9% | +23.8% | +190.1% | +183.0% |
| 1Y | +350.4% | +75.7% | +274.7% | +254.5% |
| All | +1,337.5% | +149.6% | +1,187.9% | +887.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling