+230.9%
SPOT vs A
+28.1%
+202.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -6.9% | -4.6% | -2.3% | -6.2% |
| 30D | +4.1% | -4.3% | +8.4% | +4.8% |
| 3M | +3.7% | +8.9% | -5.2% | +2.1% |
| 6M | -1.6% | +24.5% | -26.1% | -5.6% |
| YTD | -10.2% | +5.8% | -16.0% | -11.3% |
| 1Y | -25.9% | +16.2% | -42.1% | -28.5% |
| All | +230.9% | +28.1% | +202.8% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling