+1,132.3%
BE vs SPOT
+113.6%
+1,018.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.2% | +10.5% | +8.6% |
| 7D | +20.0% | -0.9% | +20.9% | +20.3% |
| 30D | +7.9% | +12.5% | -4.6% | +1.7% |
| 3M | -13.2% | +9.9% | -23.1% | -18.7% |
| 6M | +53.5% | +1.6% | +51.9% | +45.8% |
| YTD | +191.0% | -6.6% | +197.6% | +182.9% |
| 1Y | +360.5% | -22.9% | +383.5% | +391.4% |
| 3Y | +1,568.0% | +244.3% | +1,323.7% | +583.1% |
| All | +1,132.3% | +113.6% | +1,018.7% | +595.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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