+89.4%
STM vs CAPR
+64.2%
+25.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.7% | +6.6% |
| 7D | -5.6% | +36.0% | -41.6% | -6.0% |
| 30D | -14.4% | +25.8% | -40.2% | -14.8% |
| 3M | -20.5% | +140.8% | -161.3% | -21.8% |
| 6M | -24.5% | -67.6% | +43.1% | -24.0% |
| YTD | +72.7% | -65.9% | +138.6% | +73.4% |
| All | +89.4% | +64.2% | +25.2% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling