-66.2%
CAPR vs SM
+8.2%
-74.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.3% |
| 7D | +41.1% | -25.9% | +67.0% | +56.7% |
| 30D | +11.1% | -15.1% | +26.2% | +15.7% |
| 3M | +115.3% | +4.9% | +110.4% | +103.1% |
| 6M | -73.8% | +6.1% | -80.0% | -74.5% |
| YTD | -68.8% | +63.4% | -132.2% | -75.4% |
| 1Y | +43.3% | +72.5% | -29.2% | +11.9% |
| 3Y | +214.7% | -16.9% | +231.6% | +203.4% |
| 5Y | +141.3% | -10.6% | +151.9% | +98.4% |
| All | -66.2% | +8.2% | -74.4% | -96.5% |
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