+311.1%
SPY vs CAPR
-59.1%
+370.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.5% | -25.2% | +1.0% |
| 7D | -0.9% | +25.8% | -26.7% | -1.2% |
| 30D | -2.4% | +50.2% | -52.6% | -2.9% |
| 3M | -1.2% | +185.5% | -186.6% | -2.7% |
| 6M | +3.3% | -64.8% | +68.1% | +3.6% |
| YTD | +12.3% | -61.1% | +73.4% | +12.3% |
| 1Y | +12.4% | +81.0% | -68.5% | +7.4% |
| 3Y | +78.8% | +300.7% | -221.9% | +64.4% |
| 5Y | +75.2% | +223.3% | -148.2% | +60.0% |
| 10Y | +311.1% | -58.8% | +369.9% | +259.2% |
| All | +311.1% | -59.1% | +370.2% | +259.2% |
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