+254.8%
SPOT vs BB
-27.0%
+281.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -3.0% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +8.3% | -12.4% | +20.7% | +10.7% |
| 3M | +5.1% | -15.3% | +20.4% | +6.4% |
| 6M | -6.5% | +128.8% | -135.2% | -24.2% |
| YTD | -9.0% | +107.7% | -116.6% | -24.7% |
| 1Y | -26.4% | +103.9% | -130.3% | -39.5% |
| 3Y | +240.0% | +72.6% | +167.4% | +173.3% |
| 5Y | +111.7% | -24.3% | +136.0% | +93.5% |
| All | +254.8% | -27.0% | +281.8% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling