+503.0%
SO vs CAPR
-99.1%
+602.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | +0.4% | +29.7% | -29.3% | +0.3% |
| 30D | +9.2% | +11.0% | -1.7% | +9.2% |
| 3M | +1.1% | +118.8% | -117.7% | +0.9% |
| 6M | -1.1% | -73.9% | +72.9% | -1.0% |
| YTD | +9.7% | -70.2% | +79.9% | +9.7% |
| 1Y | +5.5% | +38.3% | -32.8% | +4.9% |
| 3Y | +47.0% | +199.7% | -152.6% | +45.2% |
| 5Y | +77.6% | +130.6% | -53.0% | +75.2% |
| 10Y | +181.0% | -68.5% | +249.5% | +173.5% |
| All | +503.0% | -99.1% | +602.1% | +478.0% |
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