-3.6%
SMR vs CAPR
+126.5%
-130.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 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% | -77.2% |
| 3Y | +55.0% | +42.2% | +12.7% | +5.9% |
| All | -3.6% | +126.5% | -130.1% | -37.1% |
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