+252.8%
SPOT vs IT
+54.2%
+198.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -1.0% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | +7.4% | +0.1% | +7.3% | +7.0% |
| 3M | +8.2% | +20.7% | -12.5% | -0.9% |
| 6M | +2.2% | +12.0% | -9.8% | -4.7% |
| YTD | -9.5% | -28.8% | +19.3% | -1.4% |
| 1Y | -23.8% | -25.5% | +1.7% | -19.1% |
| 3Y | +233.5% | -48.8% | +282.2% | +294.4% |
| 5Y | +112.2% | -42.7% | +154.9% | +135.5% |
| All | +252.8% | +54.2% | +198.6% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling