+26.7%
SPOT vs FPS
+19.2%
+7.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.4% |
| 7D | -6.5% | +5.3% | -11.8% | -6.1% |
| 30D | +2.2% | -17.6% | +19.8% | +0.7% |
| 3M | +5.4% | -45.8% | +51.2% | +2.3% |
| 6M | -4.0% | -10.1% | +6.1% | -4.4% |
| All | +26.7% | +19.2% | +7.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling