+250.1%
SPOT vs DGX
+179.2%
+70.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -6.9% | -3.5% | -3.4% | -6.0% |
| 30D | +4.1% | -2.7% | +6.8% | +4.8% |
| 3M | +3.7% | +13.9% | -10.2% | +0.2% |
| 6M | -1.6% | +16.0% | -17.6% | -5.6% |
| YTD | -10.2% | +34.9% | -45.1% | -17.2% |
| 1Y | -25.9% | +30.6% | -56.5% | -31.3% |
| 3Y | +235.6% | +93.0% | +142.6% | +174.4% |
| 5Y | +110.6% | +64.4% | +46.2% | +78.2% |
| All | +250.1% | +179.2% | +70.9% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling