+203.1%
STT vs CAPR
-59.1%
+262.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +1.1% |
| 7D | +0.4% | +25.8% | -25.3% | 0.0% |
| 30D | -0.4% | +50.2% | -50.6% | -1.2% |
| 3M | -6.5% | +185.5% | -192.0% | -8.4% |
| 6M | +17.2% | -64.8% | +82.0% | +17.6% |
| YTD | +38.2% | -61.1% | +99.3% | +38.3% |
| 1Y | +49.3% | +81.0% | -31.7% | +40.2% |
| 3Y | +181.9% | +300.7% | -118.8% | +152.7% |
| 5Y | +106.9% | +223.3% | -116.4% | +84.2% |
| 10Y | +203.1% | -58.8% | +261.9% | +153.0% |
| All | +203.1% | -59.1% | +262.2% | +153.0% |
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