+8,652.1%
STX vs COR
+3,380.8%
+5,271.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -28.5% | +0.8% | -29.3% | -28.7% |
| 30D | -42.9% | +5.1% | -48.1% | -44.0% |
| 3M | -45.9% | +2.8% | -48.7% | -46.8% |
| 6M | -41.3% | +32.5% | -73.8% | -48.4% |
| YTD | +67.9% | -0.7% | +68.6% | +63.1% |
| 1Y | +66.5% | -6.7% | +73.2% | +65.9% |
| 3Y | +588.0% | +73.7% | +514.2% | +411.7% |
| 5Y | +449.1% | +177.9% | +271.2% | +227.6% |
| 10Y | +1,982.8% | +533.8% | +1,449.1% | +696.9% |
| All | +8,652.1% | +3,380.8% | +5,271.4% | +1,373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling