+112.6%
SPOT vs EW
-29.9%
+142.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | -6.5% | -5.1% | -1.4% | -4.4% |
| 30D | +2.2% | -6.4% | +8.5% | +5.1% |
| 3M | +5.4% | -1.6% | +7.0% | +5.9% |
| 6M | -4.0% | +2.3% | -6.3% | -5.3% |
| YTD | -9.9% | +1.1% | -11.0% | -10.9% |
| 1Y | -27.3% | +8.0% | -35.3% | -30.3% |
| 3Y | +236.4% | +16.3% | +220.0% | +185.2% |
| 5Y | +112.6% | -29.4% | +142.0% | +135.9% |
| All | +112.6% | -29.9% | +142.5% | +135.9% |
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