-23.8%
SPOT vs EAT
+37.8%
-61.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.1% | -7.7% | +4.6% | -2.8% |
| 30D | +7.4% | -13.6% | +21.0% | +8.0% |
| 3M | +8.2% | +33.9% | -25.7% | +6.1% |
| 6M | +2.2% | +47.2% | -45.0% | -0.9% |
| YTD | -9.5% | +48.1% | -57.5% | -13.2% |
| 1Y | -23.8% | +33.7% | -57.5% | -26.6% |
| All | -23.8% | +37.8% | -61.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling