+118.5%
SPOT vs ARWR
-40.7%
+159.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.3% | +4.0% |
| 7D | +2.5% | -17.3% | +19.9% | +6.0% |
| 30D | +15.1% | -21.5% | +36.6% | +20.1% |
| 3M | +24.8% | -43.8% | +68.6% | +38.3% |
| 6M | +45.8% | -32.3% | +78.0% | +53.5% |
| YTD | +4.9% | -25.8% | +30.7% | +7.3% |
| 1Y | -1.3% | +25.5% | -26.8% | -12.0% |
| 3Y | +257.7% | +84.1% | +173.6% | +152.1% |
| 5Y | +118.5% | -39.2% | +157.7% | +103.9% |
| All | +118.5% | -40.7% | +159.2% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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