+44.4%
SITM vs CAPR
+47.4%
-3.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +8.3% | -17.6% | -9.6% |
| 7D | -19.5% | +43.2% | -62.7% | -20.6% |
| 30D | -43.2% | +14.7% | -57.9% | -43.6% |
| 3M | -30.8% | +113.9% | -144.7% | -33.2% |
| 6M | -28.6% | -73.4% | +44.8% | -27.2% |
| YTD | +14.2% | -69.1% | +83.3% | +15.5% |
| 1Y | +44.4% | +47.2% | -2.8% | +31.0% |
| All | +44.4% | +47.4% | -3.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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