+254.8%
SPOT vs EFV
+117.5%
+137.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.0% |
| 7D | -2.9% | +1.0% | -3.8% | -3.5% |
| 30D | +8.3% | +0.2% | +8.1% | +8.2% |
| 3M | +5.1% | +9.6% | -4.5% | -2.1% |
| 6M | -6.5% | +14.0% | -20.5% | -15.8% |
| YTD | -9.0% | +18.5% | -27.4% | -20.8% |
| 1Y | -26.4% | +27.9% | -54.3% | -39.9% |
| 3Y | +240.0% | +92.4% | +147.6% | +100.3% |
| 5Y | +111.7% | +97.2% | +14.6% | +22.1% |
| All | +254.8% | +117.5% | +137.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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