+4,608.4%
SITM vs CAPR
+440.2%
+4,168.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | -13.4% | -66.4% | +52.9% | -11.7% |
| 6M | +59.6% | -63.1% | +122.8% | +61.8% |
| YTD | +73.3% | -67.4% | +140.7% | +76.3% |
| 1Y | +165.5% | +58.2% | +107.3% | +127.0% |
| 3Y | +368.7% | +42.2% | +326.5% | +274.6% |
| 5Y | +172.5% | +87.3% | +85.2% | +108.9% |
| All | +4,608.4% | +440.2% | +4,168.2% | +3,118.3% |
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