+429.9%
SITM vs CAPR
+42.0%
+387.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.0% |
| 7D | +8.4% | -9.5% | +17.8% | +8.8% |
| 30D | -17.4% | +121.5% | -138.9% | -20.5% |
| 3M | -9.8% | -65.4% | +55.5% | -8.4% |
| 6M | +83.0% | -67.5% | +150.5% | +86.1% |
| YTD | +69.6% | -68.6% | +138.2% | +72.4% |
| 1Y | +144.9% | +42.7% | +102.2% | +117.0% |
| 3Y | +429.9% | +43.4% | +386.5% | +298.2% |
| All | +429.9% | +42.0% | +387.9% | +298.2% |
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 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