+58.2%
CAPR vs SM
+36.8%
+21.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +3.7% |
| 7D | -2.0% | -0.5% | -1.5% | -1.6% |
| 30D | +139.2% | +25.6% | +113.6% | +99.6% |
| 3M | -66.4% | +8.0% | -74.4% | -65.3% |
| 6M | -63.1% | +50.8% | -113.9% | -75.7% |
| YTD | -67.4% | +97.9% | -165.3% | -87.4% |
| 1Y | +58.2% | +33.8% | +24.4% | -35.3% |
| All | +58.2% | +36.8% | +21.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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