+311.5%
SITM vs CAPR
+222.5%
+89.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.9% | +7.2% | -2.4% |
| 7D | -0.1% | +7.6% | -7.7% | -0.4% |
| 30D | -27.4% | +13.3% | -40.7% | -27.9% |
| 3M | -35.6% | +130.4% | -166.0% | -38.3% |
| 6M | -46.6% | -70.8% | +24.2% | -45.6% |
| YTD | +25.8% | -69.3% | +95.1% | +27.7% |
| 1Y | +38.2% | +59.5% | -21.3% | +21.2% |
| 3Y | +311.5% | +216.8% | +94.7% | +132.0% |
| All | +311.5% | +222.5% | +89.0% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling