+112.6%
SPOT vs BAH
-3.7%
+116.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | +2.2% | -6.6% | +8.8% | +3.3% |
| 3M | +5.4% | -7.2% | +12.5% | +6.3% |
| 6M | -4.0% | -10.0% | +6.0% | -2.9% |
| YTD | -9.9% | -12.5% | +2.5% | -9.0% |
| 1Y | -27.3% | -27.9% | +0.6% | -24.5% |
| 3Y | +236.4% | -31.4% | +267.8% | +229.6% |
| 5Y | +112.6% | -3.2% | +115.8% | +78.7% |
| All | +112.6% | -3.7% | +116.3% | +78.7% |
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