+254.6%
SPOT vs EXC
+29.1%
+225.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +14.6% | +9.0% | +5.5% | +15.2% |
| 3M | +18.4% | +3.3% | +15.2% | +18.5% |
| 6M | +45.1% | +5.7% | +39.4% | +45.7% |
| YTD | +4.4% | +7.3% | -3.0% | +5.7% |
| 1Y | -2.7% | +2.9% | -5.6% | -1.8% |
| 3Y | +254.6% | +29.3% | +225.2% | +288.5% |
| All | +254.6% | +29.1% | +225.5% | +288.5% |
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