+250.1%
SPOT vs A
+134.5%
+115.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -6.9% | -4.6% | -2.3% | -4.9% |
| 30D | +4.1% | -4.3% | +8.4% | +6.0% |
| 3M | +3.7% | +8.9% | -5.2% | -0.7% |
| 6M | -1.6% | +24.5% | -26.1% | -12.6% |
| YTD | -10.2% | +5.8% | -16.0% | -14.0% |
| 1Y | -25.9% | +16.2% | -42.1% | -33.0% |
| 3Y | +235.6% | +28.5% | +207.1% | +170.7% |
| 5Y | +110.6% | -16.3% | +126.9% | +113.0% |
| All | +250.1% | +134.5% | +115.7% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling