-0.3%
SPOT vs EW
+19.7%
-20.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +3.1% |
| 7D | +16.6% | +8.3% | +8.3% | +13.3% |
| 30D | +29.9% | +13.9% | +16.0% | +24.1% |
| 3M | +31.3% | +10.9% | +20.4% | +26.5% |
| 6M | +43.2% | +19.2% | +24.0% | +33.9% |
| YTD | +8.1% | +16.6% | -8.5% | -0.8% |
| 1Y | -0.3% | +18.1% | -18.4% | -9.3% |
| All | -0.3% | +19.7% | -20.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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