+17,590.3%
COR vs STT
+3,510.2%
+14,080.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +5.1% | -5.0% | +10.1% | +6.2% |
| 3M | +2.8% | -10.5% | +13.3% | +5.0% |
| 6M | +32.5% | +10.0% | +22.5% | +29.6% |
| YTD | -0.7% | +30.7% | -31.3% | -6.4% |
| 1Y | -6.7% | +43.8% | -50.5% | -13.9% |
| 3Y | +73.7% | +168.1% | -94.4% | +39.4% |
| 5Y | +177.9% | +101.4% | +76.5% | +130.9% |
| 10Y | +533.8% | +211.3% | +322.4% | +367.8% |
| All | +17,590.3% | +3,510.2% | +14,080.0% | +6,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling