+673.8%
STX vs COR
+86.2%
+587.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.0% | -2.5% |
| 7D | +14.6% | +7.8% | +6.8% | +16.3% |
| 30D | -26.0% | +7.0% | -33.0% | -24.8% |
| 3M | -42.6% | +16.3% | -58.9% | -40.6% |
| 6M | -35.3% | +41.3% | -76.6% | -31.4% |
| YTD | +92.5% | +7.1% | +85.3% | +102.4% |
| 1Y | +102.4% | -0.8% | +103.2% | +110.4% |
| 3Y | +673.8% | +85.0% | +588.8% | +809.4% |
| All | +673.8% | +86.2% | +587.7% | +809.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling