+120.2%
SPOT vs COO
-41.3%
+161.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -3.0% | -2.3% | -0.6% | -2.0% |
| 30D | +15.2% | +13.3% | +1.9% | +9.5% |
| 3M | +21.6% | -18.1% | +39.7% | +31.5% |
| 6M | +45.2% | +6.7% | +38.5% | +39.0% |
| YTD | +4.9% | -23.2% | +28.1% | +16.0% |
| 1Y | -4.8% | -12.3% | +7.5% | -1.4% |
| 3Y | +256.3% | -23.6% | +279.8% | +259.3% |
| 5Y | +120.2% | -38.7% | +158.9% | +157.1% |
| All | +120.2% | -41.3% | +161.5% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling