+475.2%
COR vs STT
+198.7%
+276.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | +5.1% | -2.3% | +1.6% |
| 30D | +5.8% | -0.2% | +6.1% | +5.9% |
| 3M | +11.4% | -8.1% | +19.6% | +13.8% |
| 6M | +34.5% | +16.6% | +17.8% | +28.6% |
| YTD | +4.1% | +37.8% | -33.8% | -5.4% |
| 1Y | -3.1% | +46.8% | -50.0% | -13.5% |
| 3Y | +80.9% | +181.2% | -100.3% | +30.6% |
| 5Y | +195.1% | +105.1% | +90.0% | +127.4% |
| All | +475.2% | +198.7% | +276.5% | +270.7% |
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