-97.9%
CAPR vs SM
+17.6%
-115.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +139.2% | +26.3% | +112.9% | +122.7% |
| 3M | -66.4% | +8.7% | -75.0% | -66.1% |
| 6M | -63.1% | +51.7% | -114.8% | -67.1% |
| YTD | -67.4% | +99.0% | -166.5% | -73.3% |
| 1Y | +58.2% | +34.6% | +23.7% | +45.1% |
| 3Y | +42.2% | -7.8% | +50.0% | +39.3% |
| 5Y | +87.3% | +104.8% | -17.5% | +32.4% |
| 10Y | -75.3% | +7.2% | -82.5% | -92.6% |
| All | -97.9% | +17.6% | -115.5% | -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