+174.0%
SITM vs CAPR
+66.0%
+108.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.3% |
| 7D | +4.8% | -10.6% | +15.4% | +5.4% |
| 30D | -9.7% | +111.2% | -120.9% | -13.7% |
| 3M | -9.3% | -67.2% | +57.9% | -7.3% |
| 6M | +69.5% | -75.1% | +144.7% | +75.4% |
| YTD | +70.5% | -71.2% | +141.8% | +74.8% |
| 1Y | +145.3% | +31.1% | +114.1% | +109.0% |
| 3Y | +432.8% | +31.3% | +401.5% | +267.0% |
| 5Y | +174.0% | +69.4% | +104.6% | +59.1% |
| All | +174.0% | +66.0% | +108.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling