+252.8%
SPOT vs DGX
+183.9%
+68.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | +7.4% | -1.2% | +8.5% | +7.7% |
| 3M | +8.2% | +15.8% | -7.6% | +4.1% |
| 6M | +2.2% | +18.2% | -16.0% | -2.4% |
| YTD | -9.5% | +37.2% | -46.7% | -16.9% |
| 1Y | -23.8% | +30.4% | -54.2% | -29.3% |
| 3Y | +233.5% | +96.7% | +136.8% | +171.3% |
| 5Y | +112.2% | +67.2% | +45.0% | +78.8% |
| All | +252.8% | +183.9% | +68.9% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling