+103.1%
STT vs CAPR
+172.3%
-69.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | +4.8% | +5.9% | -1.1% | +4.6% |
| 30D | +3.9% | +44.6% | -40.7% | +3.4% |
| 3M | -8.2% | +126.4% | -134.5% | -9.5% |
| 6M | +15.6% | -68.6% | +84.2% | +16.2% |
| YTD | +37.6% | -67.0% | +104.6% | +38.0% |
| 1Y | +50.1% | +65.2% | -15.0% | +42.1% |
| 3Y | +183.1% | +235.6% | -52.5% | +134.7% |
| All | +103.1% | +172.3% | -69.2% | +58.2% |
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