+311.5%
SPY vs CAPR
-77.1%
+388.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | +0.5% | -9.5% | +10.0% | +0.7% |
| 30D | -0.9% | +121.5% | -122.5% | -2.1% |
| 3M | +3.9% | -65.4% | +69.3% | +4.3% |
| 6M | +14.5% | -67.5% | +82.1% | +15.0% |
| YTD | +12.9% | -68.6% | +81.5% | +13.4% |
| 1Y | +19.4% | +42.7% | -23.3% | +14.3% |
| 3Y | +78.5% | +43.4% | +35.1% | +66.8% |
| 5Y | +81.8% | +86.0% | -4.3% | +67.4% |
| 10Y | +311.5% | -77.4% | +388.9% | +270.0% |
| All | +311.5% | -77.1% | +388.6% | +270.0% |
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 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