+251.0%
SPOT vs BG
+118.0%
+133.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | +2.2% | +10.3% | -8.1% | +1.1% |
| 3M | +5.4% | -1.9% | +7.3% | +5.5% |
| 6M | -4.0% | +5.2% | -9.3% | -4.9% |
| YTD | -9.9% | +41.2% | -51.1% | -14.0% |
| 1Y | -27.3% | +50.5% | -77.8% | -31.4% |
| 3Y | +236.4% | +19.9% | +216.5% | +225.6% |
| 5Y | +112.6% | +86.7% | +25.9% | +82.2% |
| All | +251.0% | +118.0% | +133.0% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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