+251.0%
SPOT vs BR
+78.8%
+172.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -6.5% | -5.0% | -1.5% | -4.0% |
| 30D | +2.2% | -2.5% | +4.6% | +3.5% |
| 3M | +5.4% | +13.5% | -8.1% | -1.9% |
| 6M | -4.0% | -9.4% | +5.4% | +0.2% |
| YTD | -9.9% | -23.3% | +13.3% | +2.2% |
| 1Y | -27.3% | -31.6% | +4.3% | -12.3% |
| 3Y | +236.4% | -5.1% | +241.5% | +233.7% |
| 5Y | +112.6% | +8.2% | +104.4% | +91.3% |
| All | +251.0% | +78.8% | +172.2% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling