+4,437.5%
SITM vs CAPR
+396.6%
+4,040.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.3% |
| 7D | +3.7% | -12.6% | +16.3% | +4.3% |
| 30D | -14.5% | +124.4% | -138.9% | -18.3% |
| 3M | -10.6% | -66.8% | +56.2% | -8.8% |
| 6M | +65.5% | -71.8% | +137.3% | +69.9% |
| YTD | +67.0% | -70.1% | +137.1% | +70.6% |
| 1Y | +138.6% | +33.3% | +105.3% | +106.0% |
| 3Y | +421.8% | +36.7% | +385.1% | +317.8% |
| 5Y | +172.4% | +72.5% | +100.0% | +109.7% |
| All | +4,437.5% | +396.6% | +4,040.9% | +3,013.6% |
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