-5.7%
STM vs CAPR
+151.3%
-157.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.3% | +0.6% |
| 7D | -7.9% | +7.6% | -15.6% | -8.1% |
| 30D | -14.1% | +13.3% | -27.4% | -14.5% |
| 3M | -17.6% | +130.4% | -148.0% | -19.8% |
| 6M | -24.2% | -70.8% | +46.6% | -23.3% |
| YTD | +73.3% | -69.3% | +142.6% | +74.7% |
| 1Y | +90.1% | +59.5% | +30.6% | +71.0% |
| 3Y | +10.3% | +216.8% | -206.4% | -13.3% |
| 5Y | -5.7% | +152.7% | -158.4% | -28.8% |
| All | -5.7% | +151.3% | -157.0% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling