-7.6%
SPOT vs EW
+24.1%
-31.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | +4.9% | -7.5% | -4.2% |
| 30D | +13.5% | +24.1% | -10.6% | +5.4% |
| 3M | +22.2% | +13.7% | +8.5% | +16.9% |
| 6M | +38.3% | +32.7% | +5.6% | +25.0% |
| YTD | +3.1% | +24.1% | -21.0% | -7.8% |
| 1Y | -7.6% | +23.6% | -31.2% | -17.3% |
| All | -7.6% | +24.1% | -31.7% | -17.3% |
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