+308.8%
SPOT vs ALLE
+154.0%
+154.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | +2.5% | -0.6% | +3.2% | +2.8% |
| 30D | +15.1% | +26.6% | -11.5% | +6.2% |
| 3M | +24.8% | +13.2% | +11.6% | +19.3% |
| 6M | +45.8% | +42.9% | +2.9% | +27.6% |
| YTD | +4.9% | +21.0% | -16.1% | -3.1% |
| 1Y | -1.3% | +15.2% | -16.4% | -7.2% |
| 3Y | +257.7% | +95.6% | +162.1% | +165.9% |
| 5Y | +118.5% | +53.4% | +65.1% | +74.4% |
| All | +308.8% | +154.0% | +154.7% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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