+311.1%
SPOT vs ALL
+247.3%
+63.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +1.6% | +5.0% | -3.4% | +0.4% |
| 30D | +16.9% | +13.3% | +3.6% | +13.7% |
| 3M | +23.0% | +3.2% | +19.8% | +22.1% |
| 6M | +42.2% | +25.3% | +16.8% | +35.1% |
| YTD | +5.5% | +30.5% | -25.0% | -0.9% |
| 1Y | -5.1% | +29.2% | -34.3% | -10.8% |
| 3Y | +257.9% | +119.1% | +138.8% | +194.7% |
| 5Y | +118.4% | +162.6% | -44.3% | +71.4% |
| All | +311.1% | +247.3% | +63.8% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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