+252.8%
SPOT vs BR
+78.4%
+174.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.1% | -3.0% | -0.1% | -1.5% |
| 30D | +7.4% | -0.3% | +7.7% | +7.5% |
| 3M | +8.2% | +17.3% | -9.1% | -1.0% |
| 6M | +2.2% | -6.7% | +8.9% | +5.0% |
| YTD | -9.5% | -23.4% | +14.0% | +2.9% |
| 1Y | -23.8% | -32.7% | +8.8% | -7.3% |
| 3Y | +233.5% | -5.9% | +239.4% | +232.5% |
| 5Y | +112.2% | +8.4% | +103.8% | +90.7% |
| All | +252.8% | +78.4% | +174.4% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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