+1,381.0%
NET vs SPOT
+386.6%
+994.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -5.2% |
| 7D | -16.4% | +16.6% | -32.9% | -24.1% |
| 30D | -25.8% | +29.9% | -55.8% | -37.5% |
| 3M | -11.5% | +31.3% | -42.8% | -26.8% |
| 6M | +18.9% | +43.2% | -24.3% | -8.3% |
| YTD | +35.2% | +8.1% | +27.1% | +20.9% |
| 1Y | +14.5% | -0.3% | +14.8% | +7.3% |
| 3Y | +313.8% | +269.3% | +44.6% | +49.5% |
| 5Y | +32.6% | +113.9% | -81.3% | -41.3% |
| All | +1,381.0% | +386.6% | +994.4% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling