+3,535.1%
SITM vs CAPR
+544.8%
+2,990.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +26.5% | -20.2% | +5.1% |
| 7D | +17.2% | +25.8% | -8.6% | +15.9% |
| 30D | -17.1% | +50.2% | -67.3% | -18.9% |
| 3M | -29.2% | +185.5% | -214.7% | -33.4% |
| 6M | -47.6% | -64.8% | +17.2% | -46.9% |
| YTD | +33.8% | -61.1% | +94.9% | +34.4% |
| 1Y | +54.1% | +81.0% | -26.9% | +30.8% |
| 3Y | +337.6% | +300.7% | +36.8% | +231.3% |
| 5Y | +89.7% | +223.3% | -133.6% | +41.5% |
| All | +3,535.1% | +544.8% | +2,990.2% | +2,353.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling