-0.3%
SPOT vs A
+24.4%
-24.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.6% |
| 7D | +16.6% | -2.4% | +19.0% | +16.7% |
| 30D | +29.9% | +3.6% | +26.3% | +29.4% |
| 3M | +31.3% | +27.5% | +3.8% | +27.4% |
| 6M | +43.2% | +58.5% | -15.3% | +34.5% |
| YTD | +8.1% | +31.2% | -23.1% | +4.3% |
| 1Y | -0.3% | +22.2% | -22.5% | -4.0% |
| All | -0.3% | +24.4% | -24.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling