+1,019.5%
STX vs COR
+184.0%
+835.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.4% |
| 7D | +2.4% | +2.8% | -0.4% | +2.3% |
| 30D | +1.4% | +4.5% | -3.1% | +1.2% |
| 3M | -8.2% | +22.7% | -30.9% | -9.7% |
| 6M | +127.0% | -9.7% | +136.8% | +133.7% |
| YTD | +209.1% | -1.4% | +210.6% | +213.2% |
| 1Y | +365.4% | +13.9% | +351.5% | +361.2% |
| 3Y | +1,135.4% | +94.0% | +1,041.4% | +895.7% |
| All | +1,019.5% | +184.0% | +835.5% | +600.9% |
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