+115.3%
SPOT vs ITOT
+74.3%
+41.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | -0.3% |
| 7D | -3.1% | -0.9% | -2.2% | -1.9% |
| 30D | +7.4% | -1.5% | +8.8% | +9.4% |
| 3M | +8.2% | +3.6% | +4.6% | +2.6% |
| 6M | +2.2% | +13.7% | -11.5% | -15.4% |
| YTD | -9.5% | +12.9% | -22.4% | -24.5% |
| 1Y | -23.8% | +17.2% | -41.0% | -40.0% |
| 3Y | +233.5% | +75.6% | +157.8% | +38.5% |
| All | +115.3% | +74.3% | +41.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling