+119.1%
SPOT vs BAH
+9.4%
+109.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +1.0% | +0.5% | +0.6% | +0.9% |
| 30D | +14.6% | +18.2% | -3.7% | +11.0% |
| 3M | +18.4% | +13.1% | +5.4% | +15.6% |
| 6M | +45.1% | +15.2% | +29.9% | +40.6% |
| YTD | +4.4% | +6.0% | -1.6% | +1.8% |
| 1Y | -2.7% | +3.1% | -5.8% | -4.8% |
| 3Y | +254.6% | -26.2% | +280.8% | +247.1% |
| All | +119.1% | +9.4% | +109.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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