+252.8%
SPOT vs BNY
+305.2%
-52.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | +7.4% | -0.2% | +7.5% | +7.4% |
| 3M | +8.2% | +14.9% | -6.8% | +1.9% |
| 6M | +2.2% | +40.0% | -37.8% | -11.2% |
| YTD | -9.5% | +42.0% | -51.4% | -22.0% |
| 1Y | -23.8% | +56.9% | -80.7% | -37.1% |
| 3Y | +233.5% | +289.9% | -56.4% | +88.9% |
| 5Y | +112.2% | +259.2% | -147.0% | +22.7% |
| All | +252.8% | +305.2% | -52.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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