+257.7%
SPOT vs CAPR
+242.0%
+15.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +1.0% |
| 7D | +2.5% | +36.0% | -33.5% | +2.6% |
| 30D | +15.1% | +25.8% | -10.7% | +15.2% |
| 3M | +24.8% | +140.8% | -116.1% | +25.0% |
| 6M | +45.8% | -67.6% | +113.4% | +45.6% |
| YTD | +4.9% | -65.9% | +70.8% | +4.8% |
| 1Y | -1.3% | +66.1% | -67.4% | -0.9% |
| 3Y | +257.7% | +256.9% | +0.8% | +210.6% |
| All | +257.7% | +242.0% | +15.7% | +210.6% |
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