+664.5%
STM vs CAPR
-77.3%
+741.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | +1.7% | -12.6% | +14.3% | +2.1% |
| 30D | -5.2% | +124.4% | -129.6% | -8.0% |
| 3M | -29.6% | -66.8% | +37.2% | -28.8% |
| 6M | +54.4% | -71.8% | +126.1% | +56.8% |
| YTD | +99.5% | -70.1% | +169.6% | +101.9% |
| 1Y | +100.8% | +33.3% | +67.4% | +79.4% |
| 3Y | +20.2% | +36.7% | -16.5% | +2.0% |
| 5Y | +21.1% | +72.5% | -51.3% | -0.2% |
| 10Y | +664.5% | -77.3% | +741.8% | +496.4% |
| All | +664.5% | -77.3% | +741.8% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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