+264.0%
SPOT vs EW
+98.6%
+165.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +12.5% | +1.0% | +11.4% | +12.0% |
| 3M | +9.9% | +2.8% | +7.1% | +8.3% |
| 6M | +1.6% | +5.5% | -3.9% | -1.4% |
| YTD | -6.6% | +5.5% | -12.0% | -9.4% |
| 1Y | -22.9% | +11.0% | -34.0% | -27.2% |
| 3Y | +244.3% | +17.7% | +226.6% | +195.6% |
| 5Y | +117.8% | -25.7% | +143.6% | +132.2% |
| All | +264.0% | +98.6% | +165.4% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling