+43.5%
F vs SPOT
+255.6%
-212.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | +1.6% | +1.6% | -0.1% | +1.4% |
| 30D | +2.6% | +17.6% | -14.9% | +1.3% |
| 3M | -8.8% | +26.9% | -35.7% | -10.6% |
| 6M | +4.6% | +41.8% | -37.2% | +1.7% |
| YTD | -1.9% | +3.8% | -5.7% | -2.8% |
| 1Y | -0.8% | -2.5% | +1.7% | -1.2% |
| 3Y | +43.5% | +260.6% | -217.1% | +24.8% |
| All | +43.5% | +255.6% | -212.1% | +24.8% |
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