+264.0%
SPOT vs BAX
-53.4%
+317.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | +12.5% | -5.5% | +17.9% | +14.0% |
| 3M | +9.9% | +33.5% | -23.6% | +2.4% |
| 6M | +1.6% | +35.9% | -34.3% | -6.1% |
| YTD | -6.6% | +35.4% | -41.9% | -14.0% |
| 1Y | -22.9% | +9.8% | -32.7% | -25.9% |
| 3Y | +244.3% | -32.7% | +277.0% | +264.8% |
| 5Y | +117.8% | -65.6% | +183.4% | +188.6% |
| All | +264.0% | -53.4% | +317.5% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling