+254.8%
SPOT vs IT
+48.2%
+206.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.9% | 0.0% |
| 7D | -2.9% | -9.1% | +6.3% | +0.2% |
| 30D | +8.3% | -7.0% | +15.3% | +10.7% |
| 3M | +5.1% | +7.6% | -2.6% | +0.3% |
| 6M | -6.5% | +2.1% | -8.6% | -9.8% |
| YTD | -9.0% | -31.6% | +22.6% | +0.6% |
| 1Y | -26.4% | -29.9% | +3.5% | -20.2% |
| 3Y | +240.0% | -51.3% | +291.3% | +309.7% |
| 5Y | +111.7% | -44.8% | +156.5% | +138.1% |
| All | +254.8% | +48.2% | +206.5% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling