-98.0%
CAPR vs SM
-4.7%
-93.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.4% | -11.4% | -10.4% |
| 7D | +7.6% | -19.5% | +27.1% | +13.7% |
| 30D | +13.3% | -20.2% | +33.5% | +18.8% |
| 3M | +130.4% | -6.5% | +136.9% | +129.6% |
| 6M | -70.8% | +1.6% | -72.4% | -70.9% |
| YTD | -69.3% | +61.2% | -130.5% | -73.8% |
| 1Y | +59.5% | +65.4% | -5.8% | +36.1% |
| 3Y | +216.8% | -13.0% | +229.8% | +208.5% |
| 5Y | +152.7% | -4.3% | +157.0% | +121.8% |
| 10Y | -68.2% | +3.0% | -71.2% | -90.3% |
| All | -98.0% | -4.7% | -93.3% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling