+469.2%
SO vs CAPR
-99.1%
+568.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -4.6% | +139.2% | -143.8% | -4.8% |
| 3M | -3.0% | -66.4% | +63.3% | -3.0% |
| 6M | -8.3% | -63.1% | +54.9% | -8.2% |
| YTD | +3.5% | -67.4% | +71.0% | +3.6% |
| 1Y | -0.9% | +58.2% | -59.2% | -1.5% |
| 3Y | +45.4% | +42.2% | +3.1% | +43.9% |
| 5Y | +59.6% | +87.3% | -27.6% | +57.6% |
| 10Y | +156.6% | -75.3% | +231.9% | +149.8% |
| All | +469.2% | -99.1% | +568.3% | +445.6% |
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 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