+311.1%
SPOT vs BBWI
-8.1%
+319.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +16.9% | +12.9% | +4.0% | +14.9% |
| 3M | +23.0% | +16.0% | +7.0% | +19.8% |
| 6M | +42.2% | +16.6% | +25.6% | +37.4% |
| YTD | +5.5% | +9.7% | -4.2% | +1.7% |
| 1Y | -5.1% | +1.5% | -6.6% | -8.0% |
| 3Y | +257.9% | -21.4% | +279.3% | +247.1% |
| 5Y | +118.4% | -67.6% | +185.9% | +134.7% |
| All | +311.1% | -8.1% | +319.2% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling