+301.7%
SPOT vs ALL
+246.1%
+55.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.1% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +13.5% | +12.8% | +0.7% | +10.4% |
| 3M | +22.2% | +4.7% | +17.6% | +21.0% |
| 6M | +38.3% | +24.9% | +13.4% | +31.5% |
| YTD | +3.1% | +30.0% | -26.9% | -3.1% |
| 1Y | -7.6% | +29.9% | -37.6% | -13.3% |
| 3Y | +250.0% | +117.5% | +132.5% | +188.7% |
| 5Y | +113.3% | +161.7% | -48.4% | +67.6% |
| All | +301.7% | +246.1% | +55.6% | +168.3% |
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