+186.1%
COR vs STLA
-62.4%
+248.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | +2.8% | +2.6% | +0.2% | +2.8% |
| 30D | +4.5% | -1.2% | +5.8% | +4.5% |
| 3M | +22.7% | -24.8% | +47.4% | +23.0% |
| 6M | -9.7% | -25.6% | +15.8% | -9.5% |
| YTD | -1.4% | -48.9% | +47.5% | -0.4% |
| 1Y | +13.9% | -38.8% | +52.7% | +13.9% |
| 3Y | +94.0% | -64.5% | +158.5% | +99.5% |
| All | +186.1% | -62.4% | +248.5% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling