+250.1%
SPOT vs ITW
+111.0%
+139.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -6.9% | -2.4% | -4.5% | -6.1% |
| 30D | +4.1% | -9.5% | +13.7% | +7.6% |
| 3M | +3.7% | +6.6% | -2.9% | +1.1% |
| 6M | -1.6% | -1.8% | +0.1% | -1.6% |
| YTD | -10.2% | +9.0% | -19.2% | -13.9% |
| 1Y | -25.9% | +3.6% | -29.5% | -27.8% |
| 3Y | +235.6% | +19.4% | +216.1% | +204.5% |
| 5Y | +110.6% | +36.4% | +74.2% | +78.9% |
| All | +250.1% | +111.0% | +139.2% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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