+251.0%
SPOT vs B
+329.2%
-78.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -6.5% | +1.0% | -7.5% | -6.7% |
| 30D | +2.2% | +9.5% | -7.3% | +0.6% |
| 3M | +5.4% | +14.3% | -8.9% | +2.6% |
| 6M | -4.0% | -1.9% | -2.1% | -4.6% |
| YTD | -9.9% | +4.1% | -14.0% | -11.6% |
| 1Y | -27.3% | +56.1% | -83.4% | -33.8% |
| 3Y | +236.4% | +202.0% | +34.4% | +170.9% |
| 5Y | +112.6% | +158.8% | -46.2% | +72.4% |
| All | +251.0% | +329.2% | -78.2% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling