+114.9%
SPOT vs ALL
+115.0%
-0.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.0% |
| 7D | -2.9% | -1.7% | -1.1% | -2.4% |
| 30D | +8.3% | -4.7% | +13.0% | +9.5% |
| 3M | +5.1% | +18.4% | -13.3% | +1.2% |
| 6M | -6.5% | +20.5% | -27.0% | -10.5% |
| YTD | -9.0% | +23.5% | -32.5% | -13.6% |
| 1Y | -26.4% | +29.0% | -55.4% | -31.1% |
| 3Y | +240.0% | +153.7% | +86.3% | +162.0% |
| All | +114.9% | +115.0% | -0.1% | +72.2% |
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