+11.1%
SMR vs CAPR
+118.3%
-107.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.6% | +18.9% | +15.4% |
| 7D | +21.4% | -9.5% | +30.9% | +21.8% |
| 30D | +13.8% | +121.5% | -107.7% | +9.7% |
| 3M | +3.9% | -65.4% | +69.3% | +5.5% |
| 6M | -4.2% | -67.5% | +63.3% | -2.5% |
| YTD | -21.1% | -68.6% | +47.5% | -19.8% |
| 1Y | -67.1% | +42.7% | -109.7% | -71.8% |
| 3Y | +88.9% | +43.4% | +45.5% | +29.0% |
| All | +11.1% | +118.3% | -107.2% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling