+1,967.8%
STX vs COR
+505.6%
+1,462.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -17.3% | +2.4% | -19.7% | -17.7% |
| 30D | -35.9% | +7.7% | -43.6% | -37.1% |
| 3M | -37.3% | +7.5% | -44.8% | -38.7% |
| 6M | -35.8% | +34.1% | -69.9% | -41.6% |
| YTD | +82.7% | +3.9% | +78.9% | +78.1% |
| 1Y | +71.6% | -3.6% | +75.3% | +71.4% |
| 3Y | +635.3% | +80.5% | +554.8% | +472.2% |
| 5Y | +483.8% | +194.9% | +288.9% | +268.9% |
| 10Y | +1,967.8% | +486.6% | +1,481.2% | +873.2% |
| All | +1,967.8% | +505.6% | +1,462.1% | +873.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling