+264.0%
SPOT vs FFIV
+175.1%
+88.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.9% |
| 7D | -0.9% | -1.0% | 0.0% | -0.5% |
| 30D | +12.5% | -5.1% | +17.6% | +14.8% |
| 3M | +9.9% | -4.5% | +14.3% | +10.9% |
| 6M | +1.6% | +36.5% | -34.9% | -16.9% |
| YTD | -6.6% | +53.0% | -59.6% | -28.7% |
| 1Y | -22.9% | +24.2% | -47.1% | -34.7% |
| 3Y | +244.3% | +137.2% | +107.1% | +92.4% |
| 5Y | +117.8% | +91.8% | +26.0% | +37.9% |
| All | +264.0% | +175.1% | +88.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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