+1,125.4%
STX vs COPX
+187.4%
+938.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.5% |
| 7D | +9.6% | +6.0% | +3.6% | +6.4% |
| 30D | +10.6% | +6.4% | +4.2% | +6.8% |
| 3M | +4.8% | +19.3% | -14.5% | -4.2% |
| 6M | +137.3% | +16.2% | +121.0% | +117.7% |
| YTD | +222.5% | +33.2% | +189.3% | +179.2% |
| 1Y | +366.2% | +90.2% | +276.0% | +245.1% |
| 3Y | +1,352.9% | +175.7% | +1,177.2% | +776.4% |
| All | +1,125.4% | +187.4% | +938.1% | +591.2% |
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 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