+443.6%
STX vs COR
+178.3%
+265.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -28.5% | +0.8% | -29.3% | -28.4% |
| 30D | -42.9% | +5.1% | -48.1% | -42.8% |
| 3M | -45.9% | +2.8% | -48.7% | -45.8% |
| 6M | -41.3% | +32.5% | -73.8% | -42.5% |
| YTD | +67.9% | -0.7% | +68.6% | +70.6% |
| 1Y | +66.5% | -6.7% | +73.2% | +70.7% |
| 3Y | +588.0% | +73.7% | +514.2% | +493.5% |
| All | +443.6% | +178.3% | +265.3% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling