+53.1%
CAPR vs SM
-7.7%
+60.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +139.2% | +26.3% | +112.9% | +113.0% |
| 3M | -66.4% | +8.7% | -75.0% | -65.9% |
| 6M | -63.1% | +51.7% | -114.8% | -69.5% |
| YTD | -67.4% | +99.0% | -166.5% | -77.0% |
| 1Y | +58.2% | +34.6% | +23.7% | +26.4% |
| All | +53.1% | -7.7% | +60.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling