+26.4%
SPOT vs FPS
+12.3%
+14.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.5% | -0.7% |
| 7D | -6.9% | -4.6% | -2.3% | -7.2% |
| 30D | +4.1% | -22.6% | +26.7% | +2.1% |
| 3M | +3.7% | -45.1% | +48.8% | +0.4% |
| 6M | -1.6% | -17.8% | +16.2% | -3.0% |
| All | +26.4% | +12.3% | +14.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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