+311.1%
SPOT vs FDS
+84.6%
+226.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | +16.9% | +14.8% | +2.1% | +10.4% |
| 3M | +23.0% | +16.3% | +6.7% | +15.0% |
| 6M | +42.2% | +66.2% | -24.1% | +12.6% |
| YTD | +5.5% | +16.2% | -10.7% | -3.7% |
| 1Y | -5.1% | +21.8% | -26.9% | -15.6% |
| 3Y | +257.9% | -23.9% | +281.8% | +287.8% |
| 5Y | +118.4% | -23.1% | +141.5% | +132.1% |
| All | +311.1% | +84.6% | +226.5% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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