+308.8%
SPOT vs EXC
+125.0%
+183.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -3.0% | -1.4% | -1.6% | -2.7% |
| 30D | +15.2% | +8.3% | +6.9% | +13.7% |
| 3M | +21.6% | +2.6% | +19.0% | +21.0% |
| 6M | +45.2% | +5.2% | +40.0% | +43.8% |
| YTD | +4.9% | +7.5% | -2.6% | +3.3% |
| 1Y | -4.8% | +3.2% | -7.9% | -5.5% |
| 3Y | +256.3% | +29.5% | +226.7% | +234.8% |
| 5Y | +120.2% | +39.7% | +80.5% | +101.9% |
| All | +308.8% | +125.0% | +183.8% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling