-15.8%
F vs SPOT
+110.1%
-125.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | +1.6% | +1.6% | -0.1% | +1.2% |
| 30D | +2.6% | +17.6% | -14.9% | -0.9% |
| 3M | -8.8% | +26.9% | -35.7% | -13.6% |
| 6M | +4.6% | +41.8% | -37.2% | -3.6% |
| YTD | -1.9% | +3.8% | -5.7% | -4.4% |
| 1Y | -0.8% | -2.5% | +1.7% | -2.0% |
| 3Y | +43.5% | +260.6% | -217.1% | -8.0% |
| All | -15.8% | +110.1% | -125.9% | -46.0% |
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