+476.2%
STX vs COPX
+107.3%
+368.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.8% |
| 7D | +14.6% | -2.8% | +17.4% | +16.5% |
| 30D | -26.0% | -14.3% | -11.6% | -19.4% |
| 3M | -42.6% | -19.0% | -23.6% | -36.1% |
| 6M | -35.3% | -24.4% | -10.8% | -25.7% |
| YTD | +92.5% | -3.2% | +95.7% | +96.3% |
| 1Y | +102.4% | +15.2% | +87.2% | +90.7% |
| 3Y | +673.8% | +127.6% | +546.2% | +418.1% |
| All | +476.2% | +107.3% | +368.8% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling