-67.1%
SMR vs CAPR
+35.6%
-102.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.6% | +18.9% | +15.3% |
| 7D | +21.4% | -9.5% | +30.9% | +21.6% |
| 30D | +13.8% | +121.5% | -107.7% | +12.2% |
| 3M | +3.9% | -65.4% | +69.3% | +4.9% |
| 6M | -4.2% | -67.5% | +63.3% | -3.2% |
| YTD | -21.1% | -68.6% | +47.5% | -20.3% |
| 1Y | -67.1% | +42.7% | -109.7% | -67.7% |
| All | -67.1% | +35.6% | -102.7% | -67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling