-67.1%
CAPR vs SM
+18.2%
-85.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.2% | -13.9% | -10.8% |
| 7D | +19.1% | +10.6% | +8.5% | +14.2% |
| 30D | +48.8% | -15.0% | +63.8% | +55.3% |
| 3M | +144.4% | +1.7% | +142.7% | +134.8% |
| 6M | -67.5% | +5.9% | -73.4% | -68.3% |
| YTD | -64.5% | +79.0% | -143.5% | -73.1% |
| 1Y | +74.4% | +84.7% | -10.2% | +32.2% |
| 3Y | +265.7% | -3.5% | +269.2% | +231.6% |
| 5Y | +196.0% | +4.9% | +191.0% | +127.7% |
| All | -67.1% | +18.2% | -85.2% | -96.7% |
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