-5.1%
SPOT vs EAT
+75.7%
-80.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +1.6% | -4.0% | +5.6% | +1.6% |
| 30D | +16.9% | -2.9% | +19.8% | +17.0% |
| 3M | +23.0% | -16.9% | +39.8% | +23.7% |
| 6M | +42.2% | +57.0% | -14.8% | +38.2% |
| YTD | +5.5% | +38.2% | -32.7% | +0.9% |
| 1Y | -5.1% | +69.3% | -74.3% | -10.0% |
| All | -5.1% | +75.7% | -80.8% | -10.0% |
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