+206.1%
COR vs STT
+104.1%
+102.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +7.8% | +4.8% | +3.1% | +7.3% |
| 30D | +7.0% | +3.9% | +3.1% | +6.6% |
| 3M | +16.3% | -8.2% | +24.4% | +17.2% |
| 6M | +41.3% | +15.6% | +25.7% | +38.8% |
| YTD | +7.1% | +37.6% | -30.5% | +2.9% |
| 1Y | -0.8% | +50.1% | -50.9% | -5.8% |
| 3Y | +85.0% | +183.1% | -98.1% | +57.9% |
| All | +206.1% | +104.1% | +102.0% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling