+264.0%
SPOT vs EL
-22.2%
+286.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -4.0% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +12.5% | +19.8% | -7.4% | +6.6% |
| 3M | +9.9% | +25.7% | -15.8% | +2.6% |
| 6M | +1.6% | +5.4% | -3.9% | -1.4% |
| YTD | -6.6% | +0.2% | -6.8% | -8.7% |
| 1Y | -22.9% | +20.4% | -43.4% | -29.1% |
| 3Y | +244.3% | -32.1% | +276.4% | +261.4% |
| 5Y | +117.8% | -67.2% | +185.0% | +212.7% |
| All | +264.0% | -22.2% | +286.2% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling