+329.3%
STT vs CAPR
-99.1%
+428.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | +3.9% | +139.2% | -135.3% | +2.6% |
| 3M | +20.0% | -66.4% | +86.3% | +20.5% |
| 6M | +55.3% | -63.1% | +118.4% | +55.7% |
| YTD | +53.3% | -67.4% | +120.8% | +53.9% |
| 1Y | +74.7% | +58.2% | +16.5% | +67.6% |
| 3Y | +205.8% | +42.2% | +163.6% | +189.3% |
| 5Y | +145.0% | +87.3% | +57.8% | +129.7% |
| 10Y | +266.0% | -75.3% | +341.3% | +231.8% |
| All | +329.3% | -99.1% | +428.4% | +284.3% |
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 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