+115.3%
SPOT vs BAX
-68.1%
+183.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.1% |
| 7D | -3.1% | -7.9% | +4.8% | -1.6% |
| 30D | +7.4% | -11.7% | +19.0% | +9.8% |
| 3M | +8.2% | +16.2% | -8.0% | +5.2% |
| 6M | +2.2% | +32.0% | -29.8% | -3.0% |
| YTD | -9.5% | +24.7% | -34.2% | -13.5% |
| 1Y | -23.8% | -2.6% | -21.2% | -24.2% |
| 3Y | +233.5% | -35.0% | +268.4% | +249.9% |
| All | +115.3% | -68.1% | +183.4% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling