+8,955.4%
STX vs COPX
+198.0%
+8,757.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +4.5% |
| 7D | +10.7% | +5.8% | +5.0% | +7.8% |
| 30D | +11.3% | +7.2% | +4.1% | +7.3% |
| 3M | +3.2% | +16.5% | -13.3% | -4.0% |
| 6M | +157.0% | +18.4% | +138.5% | +135.1% |
| YTD | +229.2% | +31.9% | +197.3% | +186.9% |
| 1Y | +381.8% | +88.5% | +293.4% | +256.0% |
| 3Y | +1,383.2% | +173.1% | +1,210.1% | +787.3% |
| 5Y | +1,144.9% | +193.1% | +951.8% | +598.3% |
| 10Y | +3,676.0% | +591.7% | +3,084.3% | +1,173.4% |
| All | +8,955.4% | +198.0% | +8,757.4% | +3,957.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling