+264.0%
SPOT vs ALL
+236.8%
+27.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.9% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | +12.5% | -1.5% | +14.0% | +12.8% |
| 3M | +9.9% | +23.6% | -13.7% | +4.9% |
| 6M | +1.6% | +22.3% | -20.8% | -3.0% |
| YTD | -6.6% | +26.5% | -33.1% | -11.7% |
| 1Y | -22.9% | +27.0% | -49.9% | -27.4% |
| 3Y | +244.3% | +149.6% | +94.7% | +174.4% |
| 5Y | +117.8% | +118.1% | -0.3% | +77.5% |
| All | +264.0% | +236.8% | +27.2% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling