+16.2%
STM vs CORZ
+237.5%
-221.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.4% |
| 7D | +5.2% | +16.6% | -11.4% | +2.3% |
| 30D | -7.4% | -10.9% | +3.5% | -5.6% |
| 3M | -30.6% | -31.0% | +0.4% | -26.7% |
| 6M | +66.4% | +26.0% | +40.3% | +60.6% |
| YTD | +101.1% | +28.6% | +72.5% | +93.2% |
| 1Y | +97.4% | +34.5% | +62.9% | +87.2% |
| All | +16.2% | +237.5% | -221.2% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling