+264.0%
SPOT vs BP
+71.9%
+192.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -0.9% | +3.9% | -4.9% | -1.6% |
| 30D | +12.5% | +7.6% | +4.9% | +10.9% |
| 3M | +9.9% | +0.7% | +9.2% | +9.5% |
| 6M | +1.6% | +15.5% | -13.9% | -1.8% |
| YTD | -6.6% | +30.8% | -37.4% | -12.1% |
| 1Y | -22.9% | +34.3% | -57.2% | -28.1% |
| 3Y | +244.3% | +35.1% | +209.2% | +216.9% |
| 5Y | +117.8% | +126.8% | -9.0% | +79.4% |
| All | +264.0% | +71.9% | +192.1% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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