+252.8%
SPOT vs BRKR
+86.2%
+166.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | -8.7% | +5.6% | -0.7% |
| 30D | +7.4% | -9.9% | +17.2% | +10.2% |
| 3M | +8.2% | -3.1% | +11.3% | +6.9% |
| 6M | +2.2% | +45.5% | -43.3% | -12.5% |
| YTD | -9.5% | +13.7% | -23.1% | -16.8% |
| 1Y | -23.8% | +67.4% | -91.3% | -39.3% |
| 3Y | +233.5% | -13.2% | +246.7% | +210.7% |
| 5Y | +112.2% | -39.5% | +151.7% | +123.1% |
| All | +252.8% | +86.2% | +166.6% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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