+250.1%
SPOT vs EW
+91.7%
+158.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -6.9% | -3.4% | -3.5% | -5.4% |
| 30D | +4.1% | -7.4% | +11.5% | +7.7% |
| 3M | +3.7% | +0.9% | +2.8% | +3.1% |
| 6M | -1.6% | +1.2% | -2.8% | -2.5% |
| YTD | -10.2% | +1.8% | -11.9% | -11.4% |
| 1Y | -25.9% | +10.8% | -36.7% | -29.9% |
| 3Y | +235.6% | +17.1% | +218.4% | +187.9% |
| 5Y | +110.6% | -28.2% | +138.8% | +127.9% |
| All | +250.1% | +91.7% | +158.4% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling