+248.9%
SPOT vs EXC
+20.2%
+228.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.2% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +12.5% | -3.7% | +16.2% | +12.2% |
| 3M | +9.9% | -1.3% | +11.2% | +9.9% |
| 6M | +1.6% | -9.7% | +11.3% | +0.6% |
| YTD | -6.6% | +2.9% | -9.5% | -5.7% |
| 1Y | -22.9% | +4.4% | -27.3% | -22.0% |
| All | +248.9% | +20.2% | +228.7% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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