+311.1%
SPOT vs EAT
+491.4%
-180.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +1.6% | -4.0% | +5.6% | +2.3% |
| 30D | +16.9% | -2.9% | +19.8% | +17.1% |
| 3M | +23.0% | -16.9% | +39.8% | +26.4% |
| 6M | +42.2% | +57.0% | -14.8% | +28.3% |
| YTD | +5.5% | +38.2% | -32.7% | -3.5% |
| 1Y | -5.1% | +69.3% | -74.3% | -16.9% |
| 3Y | +257.9% | +483.0% | -225.1% | +137.6% |
| 5Y | +118.4% | +364.1% | -245.8% | +46.1% |
| All | +311.1% | +491.4% | -180.2% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling