+111.7%
SPOT vs CAPR
+87.6%
+24.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.5% |
| 7D | -2.9% | -9.5% | +6.6% | -2.8% |
| 30D | +8.3% | +121.5% | -113.2% | +7.7% |
| 3M | +5.1% | -65.4% | +70.4% | +5.2% |
| 6M | -6.5% | -67.5% | +61.1% | -6.3% |
| YTD | -9.0% | -68.6% | +59.6% | -8.8% |
| 1Y | -26.4% | +42.7% | -69.1% | -28.4% |
| 3Y | +240.0% | +43.4% | +196.7% | +197.6% |
| 5Y | +111.7% | +86.0% | +25.7% | +55.5% |
| All | +111.7% | +87.6% | +24.1% | +55.5% |
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