+240.0%
SPOT vs CAPR
+42.0%
+198.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.5% |
| 7D | -2.9% | -9.5% | +6.6% | -2.9% |
| 30D | +8.3% | +121.5% | -113.2% | +8.5% |
| 3M | +5.1% | -65.4% | +70.4% | +4.9% |
| 6M | -6.5% | -67.5% | +61.1% | -6.6% |
| YTD | -9.0% | -68.6% | +59.6% | -9.1% |
| 1Y | -26.4% | +42.7% | -69.1% | -26.0% |
| 3Y | +240.0% | +43.4% | +196.7% | +228.1% |
| All | +240.0% | +42.0% | +198.0% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling