+124.8%
SPOT vs ALL
+157.6%
-32.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.2% |
| 7D | +1.0% | -0.1% | +1.2% | +1.1% |
| 30D | +14.6% | +13.8% | +0.8% | +11.0% |
| 3M | +18.4% | -2.8% | +21.2% | +19.2% |
| 6M | +45.1% | +23.7% | +21.4% | +37.8% |
| YTD | +4.4% | +27.3% | -22.9% | -1.8% |
| 1Y | -2.7% | +30.5% | -33.2% | -9.2% |
| 3Y | +254.6% | +113.0% | +141.6% | +185.2% |
| 5Y | +124.8% | +157.6% | -32.8% | +76.9% |
| All | +124.8% | +157.6% | -32.9% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling