-15.8%
F vs SPOT
+112.1%
-127.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.5% |
| 7D | -3.9% | -2.6% | -1.3% | -3.4% |
| 30D | -0.5% | +13.5% | -13.9% | -3.2% |
| 3M | -12.9% | +22.2% | -35.2% | -16.8% |
| 6M | +1.5% | +38.3% | -36.8% | -5.9% |
| YTD | -5.0% | +3.1% | -8.1% | -7.3% |
| 1Y | -7.3% | -7.6% | +0.3% | -7.3% |
| 3Y | +45.3% | +250.0% | -204.8% | -5.9% |
| 5Y | -15.8% | +113.3% | -129.1% | -45.4% |
| All | -15.8% | +112.1% | -127.8% | -45.4% |
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