+311.1%
SPOT vs ALB
+17.2%
+294.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +1.6% | -5.8% | +7.4% | +2.8% |
| 30D | +16.9% | -4.5% | +21.5% | +17.8% |
| 3M | +23.0% | -28.1% | +51.0% | +30.9% |
| 6M | +42.2% | -53.2% | +95.4% | +64.9% |
| YTD | +5.5% | -33.3% | +38.8% | +10.8% |
| 1Y | -5.1% | -17.4% | +12.4% | -5.4% |
| 3Y | +257.9% | -14.1% | +272.0% | +219.0% |
| 5Y | +118.4% | -64.0% | +182.4% | +144.5% |
| All | +311.1% | +17.2% | +294.0% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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