+240.0%
SPOT vs M
+120.4%
+119.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.3% |
| 7D | -2.9% | +2.4% | -5.2% | -3.0% |
| 30D | +8.3% | -11.6% | +19.9% | +9.4% |
| 3M | +5.1% | +1.6% | +3.4% | +4.6% |
| 6M | -6.5% | +25.2% | -31.7% | -8.5% |
| YTD | -9.0% | +3.8% | -12.7% | -9.7% |
| 1Y | -26.4% | +36.3% | -62.7% | -28.7% |
| 3Y | +240.0% | +116.3% | +123.7% | +200.2% |
| All | +240.0% | +120.4% | +119.6% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling