+76.3%
STT vs CAPR
+35.6%
+40.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.2% |
| 7D | +2.2% | -9.5% | +11.7% | +2.2% |
| 30D | +3.9% | +121.5% | -117.6% | +3.5% |
| 3M | +19.2% | -65.4% | +84.5% | +19.4% |
| 6M | +60.4% | -67.5% | +127.9% | +60.7% |
| YTD | +51.5% | -68.6% | +120.1% | +51.8% |
| 1Y | +76.3% | +42.7% | +33.6% | +76.3% |
| All | +76.3% | +35.6% | +40.7% | +76.3% |
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