+264.0%
SPOT vs CAPR
-30.4%
+294.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.2% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | +12.5% | +139.2% | -126.7% | +10.1% |
| 3M | +9.9% | -66.4% | +76.3% | +10.7% |
| 6M | +1.6% | -63.1% | +64.7% | +2.0% |
| YTD | -6.6% | -67.4% | +60.8% | -6.0% |
| 1Y | -22.9% | +58.2% | -81.2% | -29.5% |
| 3Y | +244.3% | +42.2% | +202.1% | +197.7% |
| 5Y | +117.8% | +87.3% | +30.6% | +80.9% |
| All | +264.0% | -30.4% | +294.4% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling