-25.9%
SPOT vs EL
+11.6%
-37.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -6.9% | -4.4% | -2.5% | -6.2% |
| 30D | +4.1% | +10.3% | -6.1% | +2.1% |
| 3M | +3.7% | +13.4% | -9.7% | +1.0% |
| 6M | -1.6% | +3.1% | -4.7% | -3.7% |
| YTD | -10.2% | -6.9% | -3.2% | -9.9% |
| 1Y | -25.9% | +11.9% | -37.8% | -27.6% |
| All | -25.9% | +11.6% | -37.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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