+301.7%
SPOT vs EW
+133.7%
+167.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | +4.9% | -7.5% | -4.6% |
| 30D | +13.5% | +24.1% | -10.6% | +3.2% |
| 3M | +22.2% | +13.7% | +8.5% | +15.2% |
| 6M | +38.3% | +32.7% | +5.6% | +21.6% |
| YTD | +3.1% | +24.1% | -21.0% | -7.1% |
| 1Y | -7.6% | +23.6% | -31.2% | -16.7% |
| 3Y | +250.0% | +64.8% | +185.3% | +154.9% |
| 5Y | +113.3% | -8.8% | +122.1% | +107.9% |
| All | +301.7% | +133.7% | +167.9% | +147.4% |
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