+77.0%
SO vs CAPR
+142.6%
-65.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.7% | -1.1% |
| 7D | -1.5% | +41.1% | -42.5% | -1.4% |
| 30D | +8.1% | +11.1% | -3.0% | +8.1% |
| 3M | +0.2% | +115.3% | -115.1% | +0.3% |
| 6M | +0.4% | -73.8% | +74.2% | +0.3% |
| YTD | +8.5% | -68.8% | +77.3% | +8.4% |
| 1Y | +4.9% | +43.3% | -38.4% | +5.5% |
| 3Y | +47.9% | +214.7% | -166.8% | +46.1% |
| All | +77.0% | +142.6% | -65.6% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling