+120.1%
SPOT vs BB
-17.6%
+137.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.0% |
| 7D | +1.6% | +1.8% | -0.2% | +1.1% |
| 30D | +16.9% | +8.1% | +8.8% | +13.2% |
| 3M | +23.0% | -1.0% | +24.0% | +20.2% |
| 6M | +42.2% | +45.9% | -3.7% | +19.1% |
| YTD | +5.5% | +134.8% | -129.3% | -24.8% |
| 1Y | -5.1% | +104.6% | -109.7% | -29.8% |
| 3Y | +257.9% | +152.8% | +105.1% | +120.5% |
| All | +120.1% | -17.6% | +137.7% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling