+145.8%
SITM vs CAPR
+37.0%
+108.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.5% |
| 7D | +3.9% | -11.0% | +14.8% | +4.3% |
| 30D | -6.6% | +99.8% | -106.4% | -9.4% |
| 3M | -11.9% | -66.6% | +54.7% | -10.5% |
| 6M | +81.1% | -75.1% | +156.2% | +85.6% |
| YTD | +80.0% | -71.0% | +151.0% | +83.1% |
| 1Y | +145.8% | +30.0% | +115.9% | +132.3% |
| All | +145.8% | +37.0% | +108.8% | +132.3% |
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