+99.0%
COST vs SPOT
+260.4%
-161.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | +5.0% | +1.6% | +3.4% | +4.8% |
| 30D | +12.8% | +16.9% | -4.1% | +11.1% |
| 3M | +15.2% | +23.0% | -7.8% | +12.8% |
| 6M | +7.4% | +42.2% | -34.8% | +3.5% |
| YTD | +29.0% | +5.5% | +23.5% | +28.5% |
| 1Y | +20.3% | -5.1% | +25.4% | +21.6% |
| 3Y | +99.0% | +257.9% | -158.9% | +69.7% |
| All | +99.0% | +260.4% | -161.4% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling