+3,519.6%
SITM vs CAPR
+488.5%
+3,031.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | 0.0% |
| 7D | +32.5% | +19.1% | +13.5% | +31.4% |
| 30D | -18.8% | +48.8% | -67.7% | -20.5% |
| 3M | -30.9% | +144.4% | -175.2% | -34.5% |
| 6M | -44.5% | -67.5% | +23.1% | -43.5% |
| YTD | +33.2% | -64.5% | +97.7% | +34.4% |
| 1Y | +53.8% | +74.4% | -20.6% | +30.8% |
| 3Y | +335.7% | +265.7% | +70.0% | +231.3% |
| 5Y | +84.6% | +196.0% | -111.3% | +38.3% |
| All | +3,519.6% | +488.5% | +3,031.1% | +2,352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling