+265.9%
STT vs CAPR
-99.1%
+365.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | +0.1% |
| 7D | -2.5% | +41.1% | -43.5% | -2.9% |
| 30D | -5.0% | +11.1% | -16.1% | -5.1% |
| 3M | -10.5% | +115.3% | -125.8% | -11.5% |
| 6M | +10.0% | -73.8% | +83.8% | +10.7% |
| YTD | +30.7% | -68.8% | +99.5% | +31.1% |
| 1Y | +43.8% | +43.3% | +0.5% | +38.1% |
| 3Y | +168.1% | +214.7% | -46.6% | +151.3% |
| 5Y | +101.4% | +141.3% | -39.9% | +88.2% |
| 10Y | +211.3% | -67.0% | +278.3% | +181.7% |
| All | +265.9% | -99.1% | +365.0% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling