+32.6%
NET vs SPOT
+112.7%
-80.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -5.5% |
| 7D | -16.4% | +16.6% | -32.9% | -24.8% |
| 30D | -25.8% | +29.9% | -55.8% | -38.6% |
| 3M | -11.5% | +31.3% | -42.8% | -28.4% |
| 6M | +18.9% | +43.2% | -24.3% | -11.1% |
| YTD | +35.2% | +8.1% | +27.1% | +19.4% |
| 1Y | +14.5% | -0.3% | +14.8% | +6.7% |
| 3Y | +313.8% | +269.3% | +44.6% | +15.8% |
| 5Y | +32.6% | +113.9% | -81.3% | -36.1% |
| All | +32.6% | +112.7% | -80.1% | -36.1% |
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