+165.5%
SITM vs CAPR
+48.7%
+116.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.3% | +6.5% |
| 7D | +9.7% | -2.0% | +11.7% | +9.8% |
| 30D | +12.7% | +139.2% | -126.5% | +8.7% |
| 3M | -13.4% | -66.4% | +52.9% | -12.1% |
| 6M | +59.6% | -63.1% | +122.8% | +61.3% |
| YTD | +73.3% | -67.4% | +140.7% | +75.6% |
| 1Y | +165.5% | +58.2% | +107.3% | +149.0% |
| All | +165.5% | +48.7% | +116.8% | +149.0% |
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