+113.3%
SPOT vs EW
-7.9%
+121.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +22.2% | +13.7% | +8.5% | +15.4% |
| 6M | +38.3% | +32.7% | +5.6% | +21.9% |
| YTD | +3.1% | +24.1% | -21.0% | -6.9% |
| 1Y | -7.6% | +23.6% | -31.2% | -16.5% |
| 3Y | +250.0% | +64.8% | +185.3% | +145.7% |
| 5Y | +113.3% | -8.8% | +122.1% | +116.2% |
| All | +113.3% | -7.9% | +121.2% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling