+240.5%
SPOT vs COMP
+215.9%
+24.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | +12.5% | -13.3% | +25.8% | +14.0% |
| 3M | +9.9% | +41.1% | -31.2% | +5.9% |
| 6M | +1.6% | +17.2% | -15.6% | -1.1% |
| YTD | -6.6% | +5.2% | -11.8% | -8.4% |
| 1Y | -22.9% | +18.9% | -41.9% | -25.6% |
| All | +240.5% | +215.9% | +24.6% | +200.3% |
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