+407.7%
COR vs STT
+268.7%
+139.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | +4.5% | +3.9% | +0.7% | +3.4% |
| 3M | +22.7% | +20.0% | +2.7% | +16.6% |
| 6M | -9.7% | +55.3% | -65.0% | -20.3% |
| YTD | -1.4% | +53.3% | -54.8% | -12.9% |
| 1Y | +13.9% | +74.7% | -60.8% | -3.2% |
| 3Y | +94.0% | +205.8% | -111.9% | +36.2% |
| 5Y | +184.0% | +145.0% | +39.0% | +105.9% |
| All | +407.7% | +268.7% | +139.1% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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