+311.1%
SPOT vs EXPE
+150.3%
+160.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +16.9% | -6.1% | +23.0% | +18.5% |
| 3M | +23.0% | -21.3% | +44.3% | +30.5% |
| 6M | +42.2% | +19.0% | +23.2% | +34.0% |
| YTD | +5.5% | -8.4% | +13.9% | +5.8% |
| 1Y | -5.1% | -2.8% | -2.3% | -6.6% |
| 3Y | +257.9% | +120.8% | +137.2% | +166.9% |
| 5Y | +118.4% | +46.2% | +72.2% | +73.5% |
| All | +311.1% | +150.3% | +160.9% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling