+110.2%
SPOT vs B
+134.6%
-24.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +1.6% | +9.6% | -8.0% | -0.2% |
| 30D | +17.6% | +3.5% | +14.0% | +16.4% |
| 3M | +26.9% | -1.6% | +28.5% | +26.2% |
| 6M | +41.8% | -1.7% | +43.5% | +39.8% |
| YTD | +3.8% | -5.3% | +9.2% | +2.5% |
| 1Y | -2.5% | +27.2% | -29.7% | -10.9% |
| 3Y | +260.6% | +166.1% | +94.5% | +160.0% |
| All | +110.2% | +134.6% | -24.4% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling