+18,393.8%
COR vs STT
+3,662.2%
+14,731.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | +7.7% | -1.9% | +9.6% | +8.1% |
| 3M | +7.5% | -7.6% | +15.1% | +9.1% |
| 6M | +34.1% | +16.0% | +18.1% | +29.9% |
| YTD | +3.9% | +36.2% | -32.3% | -3.0% |
| 1Y | -3.6% | +46.8% | -50.4% | -11.4% |
| 3Y | +80.5% | +177.8% | -97.3% | +43.8% |
| 5Y | +194.9% | +105.8% | +89.0% | +144.1% |
| 10Y | +486.6% | +197.6% | +289.0% | +335.9% |
| All | +18,393.8% | +3,662.2% | +14,731.5% | +6,318.2% |
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 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