+111.7%
SPOT vs B
+154.3%
-42.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.2% |
| 7D | -2.9% | +2.3% | -5.2% | -3.3% |
| 30D | +8.3% | +1.4% | +6.9% | +7.7% |
| 3M | +5.1% | +12.2% | -7.1% | +1.7% |
| 6M | -6.5% | -2.1% | -4.3% | -7.2% |
| YTD | -9.0% | +2.9% | -11.9% | -11.2% |
| 1Y | -26.4% | +55.3% | -81.7% | -36.1% |
| 3Y | +240.0% | +198.7% | +41.3% | +141.4% |
| 5Y | +111.7% | +153.8% | -42.0% | +49.5% |
| All | +111.7% | +154.3% | -42.6% | +49.5% |
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