+45.2%
SPOT vs FPS
-39.3%
+84.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.4% | -13.9% | +2.6% |
| 7D | -3.0% | +9.5% | -12.4% | -1.3% |
| 30D | +15.2% | -33.8% | +48.9% | +9.9% |
| 3M | +21.6% | -34.9% | +56.4% | +16.9% |
| 6M | +45.2% | -42.9% | +88.1% | +37.4% |
| All | +45.2% | -39.3% | +84.5% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling