+46.0%
F vs SPOT
+247.6%
-201.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +1.7% |
| 7D | +5.3% | -0.9% | +6.3% | +5.4% |
| 30D | +4.6% | +12.5% | -7.9% | +3.7% |
| 3M | -3.7% | +9.9% | -13.6% | -4.4% |
| 6M | +16.8% | +1.6% | +15.3% | +16.2% |
| YTD | +15.3% | -6.6% | +21.9% | +15.3% |
| 1Y | +31.0% | -22.9% | +53.9% | +32.8% |
| All | +46.0% | +247.6% | -201.6% | +31.6% |
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 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