-0.3%
SPOT vs B
+27.8%
-28.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +4.2% |
| 7D | +16.6% | +1.1% | +15.5% | +16.4% |
| 30D | +29.9% | +0.3% | +29.6% | +29.6% |
| 3M | +31.3% | +5.4% | +25.8% | +29.4% |
| 6M | +43.2% | +5.5% | +37.7% | +39.2% |
| YTD | +8.1% | -6.3% | +14.4% | +6.3% |
| 1Y | -0.3% | +29.4% | -29.7% | -11.0% |
| All | -0.3% | +27.8% | -28.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling