+186.8%
SO vs CAPR
-64.9%
+251.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | +1.3% |
| 7D | -1.1% | +36.0% | -37.1% | -1.2% |
| 30D | +8.6% | +25.8% | -17.2% | +8.5% |
| 3M | +1.8% | +140.8% | -139.0% | +1.6% |
| 6M | +3.6% | -67.6% | +71.2% | +3.7% |
| YTD | +9.9% | -65.9% | +75.8% | +10.0% |
| 1Y | +5.7% | +66.1% | -60.4% | +5.0% |
| 3Y | +52.5% | +256.9% | -204.4% | +49.6% |
| 5Y | +77.3% | +172.1% | -94.8% | +73.6% |
| 10Y | +186.8% | -64.7% | +251.5% | +167.6% |
| All | +186.8% | -64.9% | +251.7% | +167.6% |
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