+306.8%
SPOT vs M
+22.3%
+284.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +1.0% | +5.0% | -4.0% | +0.3% |
| 30D | +14.6% | +10.6% | +3.9% | +13.0% |
| 3M | +18.4% | +1.6% | +16.9% | +18.0% |
| 6M | +45.1% | +30.8% | +14.2% | +39.2% |
| YTD | +4.4% | +16.9% | -12.5% | +1.3% |
| 1Y | -2.7% | +26.3% | -28.9% | -6.6% |
| 3Y | +254.6% | +158.6% | +95.9% | +196.4% |
| 5Y | +124.8% | +2.1% | +122.7% | +106.9% |
| All | +306.8% | +22.3% | +284.5% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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