+172.0%
STT vs PCOR
-30.9%
+202.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +1.1% |
| 7D | +0.5% | -9.0% | +9.4% | +2.4% |
| 30D | +3.9% | +4.2% | -0.3% | +2.6% |
| 3M | +20.0% | +14.4% | +5.5% | +15.6% |
| 6M | +55.3% | +0.2% | +55.1% | +52.5% |
| YTD | +53.3% | -20.3% | +73.6% | +58.1% |
| 1Y | +74.7% | -16.1% | +90.8% | +77.3% |
| 3Y | +205.8% | -14.7% | +220.5% | +199.9% |
| 5Y | +145.0% | -43.2% | +188.2% | +131.0% |
| All | +172.0% | -30.9% | +202.9% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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