+264.0%
SPOT vs FDS
+67.6%
+196.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.4% | -1.7% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | +12.5% | +9.0% | +3.5% | +8.4% |
| 3M | +9.9% | +18.9% | -9.0% | +1.2% |
| 6M | +1.6% | +35.1% | -33.6% | -12.7% |
| YTD | -6.6% | +5.5% | -12.1% | -11.0% |
| 1Y | -22.9% | -16.8% | -6.1% | -18.9% |
| 3Y | +244.3% | -28.1% | +272.3% | +280.2% |
| 5Y | +117.8% | -17.4% | +135.2% | +121.4% |
| All | +264.0% | +67.6% | +196.4% | +171.5% |
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