+81.0%
CAPR vs SM
+72.9%
+8.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +5.6% | +20.9% | +23.1% |
| 7D | +25.8% | +0.3% | +25.5% | +25.8% |
| 30D | +50.2% | -17.3% | +67.5% | +60.9% |
| 3M | +185.5% | -3.6% | +189.1% | +159.6% |
| 6M | -64.8% | +2.9% | -67.7% | -67.3% |
| YTD | -61.1% | +70.2% | -131.3% | -93.6% |
| 1Y | +81.0% | +66.5% | +14.5% | -80.3% |
| All | +81.0% | +72.9% | +8.0% | -80.3% |
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