-80.9%
SMR vs CAPR
+64.2%
-145.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.4% | -2.4% | +6.9% |
| 7D | +1.7% | +36.0% | -34.4% | +1.2% |
| 30D | -24.4% | +25.8% | -50.2% | -24.8% |
| 3M | -44.6% | +140.8% | -185.4% | -45.4% |
| 6M | -56.7% | -67.6% | +10.9% | -56.3% |
| YTD | -61.6% | -65.9% | +4.3% | -61.3% |
| All | -80.9% | +64.2% | -145.0% | -82.0% |
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