+111.7%
SPOT vs EXC
+48.6%
+63.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | +8.3% | -2.7% | +11.0% | +8.6% |
| 3M | +5.1% | -1.0% | +6.0% | +5.1% |
| 6M | -6.5% | -9.3% | +2.8% | -5.6% |
| YTD | -9.0% | +3.6% | -12.6% | -9.4% |
| 1Y | -26.4% | +5.9% | -32.3% | -27.0% |
| 3Y | +240.0% | +21.3% | +218.7% | +230.1% |
| 5Y | +111.7% | +46.2% | +65.6% | +89.7% |
| All | +111.7% | +48.6% | +63.1% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling