+255.9%
SPOT vs COMP
+426.2%
-170.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -3.0% | +2.2% | -5.1% | -3.3% |
| 30D | +15.2% | +16.3% | -1.1% | +13.4% |
| 3M | +21.6% | -19.1% | +40.7% | +23.5% |
| 6M | +45.2% | +17.1% | +28.1% | +42.1% |
| YTD | +4.9% | -2.9% | +7.8% | +3.5% |
| 1Y | -4.8% | +8.8% | -13.6% | -7.1% |
| All | +255.9% | +426.2% | -170.3% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling