+1,449.6%
NET vs SPOT
+320.5%
+1,129.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.1% |
| 7D | -7.0% | -0.9% | -6.0% | -6.6% |
| 30D | -4.8% | +12.5% | -17.3% | -12.1% |
| 3M | +3.8% | +9.9% | -6.1% | -3.6% |
| 6M | +50.0% | +1.6% | +48.5% | +43.2% |
| YTD | +41.5% | -6.6% | +48.1% | +40.4% |
| 1Y | +32.8% | -22.9% | +55.8% | +48.1% |
| 3Y | +335.9% | +244.3% | +91.6% | +65.2% |
| 5Y | +113.8% | +117.8% | -4.0% | -3.0% |
| All | +1,449.6% | +320.5% | +1,129.1% | +463.0% |
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