-64.7%
CAPR vs SM
+4.9%
-69.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.7% | +12.2% | +10.6% |
| 7D | +36.0% | -22.3% | +58.3% | +48.7% |
| 30D | +25.8% | -21.4% | +47.1% | +35.2% |
| 3M | +140.8% | +1.4% | +139.5% | +130.1% |
| 6M | -67.6% | +0.1% | -67.7% | -67.7% |
| YTD | -65.9% | +59.0% | -124.8% | -72.8% |
| 1Y | +66.1% | +64.3% | +1.8% | +32.1% |
| 3Y | +256.9% | -13.1% | +270.0% | +237.7% |
| 5Y | +172.1% | -13.9% | +186.0% | +126.8% |
| 10Y | -64.7% | +1.7% | -66.4% | -96.3% |
| All | -64.7% | +4.9% | -69.6% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling