+73.9%
F vs SPOT
+270.3%
-196.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +1.4% | +10.3% | -8.9% | -0.6% |
| 30D | +2.0% | +25.9% | -23.8% | -2.7% |
| 3M | -10.4% | +27.4% | -37.8% | -14.9% |
| 6M | +9.7% | +46.5% | -36.7% | +0.9% |
| YTD | -1.2% | +5.8% | -7.0% | -4.1% |
| 1Y | 0.0% | -0.9% | +0.9% | -1.7% |
| 3Y | +41.1% | +261.5% | -220.4% | -1.3% |
| 5Y | -11.4% | +112.6% | -124.0% | -36.3% |
| All | +73.9% | +270.3% | -196.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling