+75.0%
SPY vs CAPR
+214.7%
-139.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.3% | +0.3% |
| 7D | -2.7% | +41.1% | -43.8% | -2.9% |
| 30D | -5.4% | +11.1% | -16.5% | -5.5% |
| 3M | -4.1% | +115.3% | -119.4% | -4.5% |
| 6M | +0.7% | -73.8% | +74.5% | +1.0% |
| YTD | +8.7% | -68.8% | +77.5% | +8.9% |
| 1Y | +10.9% | +43.3% | -32.4% | +9.0% |
| 3Y | +75.0% | +214.7% | -139.7% | +62.5% |
| All | +75.0% | +214.7% | -139.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling