+100.8%
STM vs CORZ
+23.8%
+76.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.3% |
| 7D | +1.7% | +7.6% | -6.0% | -0.9% |
| 30D | -5.2% | -6.9% | +1.8% | -3.2% |
| 3M | -29.6% | -33.0% | +3.4% | -21.5% |
| 6M | +54.4% | +19.3% | +35.0% | +48.2% |
| YTD | +99.5% | +24.2% | +75.3% | +90.7% |
| 1Y | +100.8% | +24.5% | +76.3% | +88.1% |
| All | +100.8% | +23.8% | +76.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling