+0.4%
STM vs CAPR
+200.7%
-200.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.6% | -8.8% | -12.3% |
| 7D | -20.1% | +29.7% | -49.8% | -20.6% |
| 30D | -32.0% | +11.0% | -42.9% | -32.2% |
| 3M | -24.2% | +118.8% | -143.0% | -25.8% |
| 6M | -29.9% | -73.9% | +44.0% | -29.0% |
| YTD | +54.9% | -70.2% | +125.1% | +56.2% |
| 1Y | +68.0% | +38.3% | +29.7% | +54.0% |
| All | +0.4% | +200.7% | -200.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling