-26.5%
SPOT vs FE
+12.0%
-38.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +8.3% | -2.1% | +10.4% | +8.6% |
| 3M | +5.1% | +2.6% | +2.4% | +4.5% |
| 6M | -6.5% | -6.8% | +0.3% | -6.5% |
| YTD | -9.0% | +6.9% | -15.8% | -7.6% |
| All | -26.5% | +12.0% | -38.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling