+264.0%
SPOT vs B
+330.7%
-66.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -2.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.7% |
| 30D | +12.5% | +9.4% | +3.1% | +10.6% |
| 3M | +9.9% | +5.0% | +4.9% | +8.5% |
| 6M | +1.6% | -3.5% | +5.1% | +1.2% |
| YTD | -6.6% | +4.5% | -11.0% | -8.4% |
| 1Y | -22.9% | +67.8% | -90.7% | -30.8% |
| 3Y | +244.3% | +196.7% | +47.6% | +178.0% |
| 5Y | +117.8% | +151.9% | -34.1% | +76.9% |
| All | +264.0% | +330.7% | -66.7% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling