+452.5%
COST vs SPOT
+214.5%
+238.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -6.9% | +4.4% | -1.6% |
| 30D | -4.4% | +4.1% | -8.6% | -5.0% |
| 3M | -8.1% | +3.7% | -11.8% | -8.7% |
| 6M | -9.2% | -1.6% | -7.6% | -9.6% |
| YTD | +5.1% | -10.2% | +15.3% | +5.5% |
| 1Y | -5.1% | -25.9% | +20.8% | -2.4% |
| 3Y | +70.4% | +235.6% | -165.2% | +40.2% |
| 5Y | +104.7% | +110.6% | -5.9% | +69.7% |
| All | +452.5% | +214.5% | +238.0% | +315.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling