-11.5%
NET vs SPOT
+34.4%
-45.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -1.9% |
| 7D | -16.4% | +16.6% | -32.9% | -14.6% |
| 30D | -25.8% | +29.9% | -55.8% | -24.0% |
| 3M | -11.5% | +31.3% | -42.8% | -7.4% |
| All | -11.5% | +34.4% | -45.9% | -7.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling