+6.5%
SO vs CAPR
+64.2%
-57.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | +1.4% |
| 7D | -1.1% | +36.0% | -37.1% | -1.0% |
| 30D | +8.6% | +25.8% | -17.2% | +8.7% |
| 3M | +1.8% | +140.8% | -139.0% | +2.1% |
| 6M | +3.6% | -67.6% | +71.2% | +3.4% |
| YTD | +9.9% | -65.9% | +75.8% | +9.8% |
| All | +6.5% | +64.2% | -57.7% | +7.6% |
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 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