+240.0%
SPOT vs EW
+14.1%
+225.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.7% |
| 7D | -2.9% | -4.4% | +1.6% | -1.8% |
| 30D | +8.3% | -3.3% | +11.6% | +9.2% |
| 3M | +5.1% | +1.0% | +4.1% | +4.7% |
| 6M | -6.5% | +6.2% | -12.7% | -8.0% |
| YTD | -9.0% | +1.7% | -10.7% | -9.7% |
| 1Y | -26.4% | +8.1% | -34.5% | -28.0% |
| 3Y | +240.0% | +17.1% | +222.9% | +217.7% |
| All | +240.0% | +14.1% | +225.9% | +217.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling