+63.9%
SMR vs CAPR
+56.4%
+7.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +4.4% | -2.0% | +6.4% | +4.5% |
| 30D | +3.4% | +139.2% | -135.8% | -0.6% |
| 3M | -19.2% | -66.4% | +47.2% | -17.8% |
| 6M | -22.6% | -63.1% | +40.5% | -21.7% |
| YTD | -31.5% | -67.4% | +35.9% | -30.5% |
| 1Y | -73.1% | +58.2% | -131.3% | -77.3% |
| All | +63.9% | +56.4% | +7.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling