+491.1%
COR vs STLA
-4.1%
+495.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +7.6% | -13.8% | +21.4% | +9.2% |
| 30D | +6.8% | -10.5% | +17.3% | +7.9% |
| 3M | +16.0% | -28.9% | +44.9% | +19.6% |
| 6M | +41.0% | -49.7% | +90.8% | +50.2% |
| YTD | +6.9% | -64.9% | +71.9% | +17.6% |
| 1Y | -1.0% | -64.0% | +63.0% | +8.3% |
| 3Y | +84.6% | -77.4% | +162.1% | +111.3% |
| 5Y | +203.3% | -74.4% | +277.7% | +230.1% |
| All | +491.1% | -4.1% | +495.2% | +446.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling