+201.0%
STT vs CAPR
-64.9%
+265.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.1% |
| 7D | +0.9% | +36.0% | -35.1% | +0.4% |
| 30D | -2.3% | +25.8% | -28.1% | -2.7% |
| 3M | -7.0% | +140.8% | -147.8% | -8.6% |
| 6M | +15.5% | -67.6% | +83.1% | +16.1% |
| YTD | +35.6% | -65.9% | +101.5% | +36.0% |
| 1Y | +47.9% | +66.1% | -18.2% | +39.0% |
| 3Y | +181.1% | +256.9% | -75.8% | +152.5% |
| 5Y | +108.2% | +172.1% | -63.9% | +85.9% |
| 10Y | +201.0% | -64.7% | +265.7% | +152.4% |
| All | +201.0% | -64.9% | +265.9% | +152.4% |
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