-25.9%
SPOT vs EW
+8.2%
-34.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -6.9% | -3.4% | -3.5% | -5.8% |
| 30D | +4.1% | -7.4% | +11.5% | +6.7% |
| 3M | +3.7% | +0.9% | +2.8% | +3.3% |
| 6M | -1.6% | +1.2% | -2.8% | -2.4% |
| YTD | -10.2% | +1.8% | -11.9% | -12.6% |
| 1Y | -25.9% | +10.8% | -36.7% | -30.3% |
| All | -25.9% | +8.2% | -34.1% | -30.3% |
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