+71.8%
SITM vs CAPR
-69.5%
+141.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.3% | +6.5% |
| 7D | +9.7% | -2.0% | +11.7% | +9.8% |
| 30D | +12.7% | +139.2% | -126.5% | +4.4% |
| 3M | -13.4% | -66.4% | +52.9% | -1.1% |
| All | +71.8% | -69.5% | +141.2% | +94.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling