-2.7%
SPOT vs COMP
+16.2%
-18.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | +0.3% |
| 7D | +1.0% | +7.2% | -6.2% | +0.2% |
| 30D | +14.6% | +6.4% | +8.2% | +13.6% |
| 3M | +18.4% | -19.4% | +37.9% | +20.2% |
| 6M | +45.1% | +14.6% | +30.5% | +42.8% |
| YTD | +4.4% | -5.5% | +9.9% | +1.4% |
| 1Y | -2.7% | +13.7% | -16.3% | -9.4% |
| All | -2.7% | +16.2% | -18.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling