-77.4%
CAPR vs SM
+12.3%
-89.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -5.1% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | +121.5% | +31.5% | +90.0% | +97.0% |
| 3M | -65.4% | +17.3% | -82.7% | -66.2% |
| 6M | -67.5% | +48.5% | -116.0% | -72.2% |
| YTD | -68.6% | +106.3% | -174.9% | -76.7% |
| 1Y | +42.7% | +47.3% | -4.6% | +21.1% |
| 3Y | +43.4% | -1.4% | +44.8% | +33.2% |
| 5Y | +86.0% | +114.0% | -28.0% | +5.8% |
| 10Y | -77.4% | +12.5% | -89.9% | -97.6% |
| All | -77.4% | +12.3% | -89.8% | -97.6% |
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