-5.1%
SPOT vs BAX
+38.8%
-43.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +16.9% | +4.1% | +12.9% | +16.0% |
| 3M | +23.0% | -4.5% | +27.5% | +23.8% |
| 6M | +42.2% | +49.2% | -7.1% | +33.3% |
| YTD | +5.5% | +35.2% | -29.8% | +6.4% |
| 1Y | -5.1% | +38.3% | -43.4% | -4.1% |
| All | -5.1% | +38.8% | -43.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling