+240.0%
SPOT vs EXPE
+162.6%
+77.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.9% | +5.3% | -0.8% |
| 7D | -2.9% | -9.8% | +6.9% | -0.7% |
| 30D | +8.3% | -11.5% | +19.8% | +11.2% |
| 3M | +5.1% | +21.7% | -16.6% | +0.6% |
| 6M | -6.5% | +10.4% | -16.8% | -8.7% |
| YTD | -9.0% | -2.5% | -6.4% | -9.8% |
| 1Y | -26.4% | +27.3% | -53.7% | -30.9% |
| 3Y | +240.0% | +153.5% | +86.5% | +189.9% |
| All | +240.0% | +162.6% | +77.4% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling