+175.4%
SPOT vs AS
+134.9%
+40.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | +1.6% | +6.9% | -5.3% | +0.2% |
| 30D | +17.6% | +16.0% | +1.6% | +13.9% |
| 3M | +26.9% | -12.8% | +39.8% | +30.4% |
| 6M | +41.8% | -15.4% | +57.2% | +46.2% |
| YTD | +3.8% | -15.7% | +19.6% | +6.8% |
| 1Y | -2.5% | +6.1% | -8.5% | -4.3% |
| All | +175.4% | +134.9% | +40.5% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling