+311.1%
SPOT vs CAPR
-29.4%
+340.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +2.5% |
| 7D | +1.6% | +5.9% | -4.3% | +1.4% |
| 30D | +16.9% | +44.6% | -27.7% | +15.9% |
| 3M | +23.0% | +126.4% | -103.4% | +20.2% |
| 6M | +42.2% | -68.6% | +110.8% | +43.0% |
| YTD | +5.5% | -67.0% | +72.5% | +5.8% |
| 1Y | -5.1% | +65.2% | -70.2% | -13.2% |
| 3Y | +257.9% | +235.6% | +22.3% | +197.6% |
| 5Y | +118.4% | +175.4% | -57.1% | +78.1% |
| All | +311.1% | -29.4% | +340.5% | +205.9% |
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