+257.9%
SPOT vs M
+158.0%
+99.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.2% |
| 7D | +1.6% | +7.0% | -5.4% | +0.9% |
| 30D | +16.9% | +8.9% | +8.0% | +16.0% |
| 3M | +23.0% | +4.5% | +18.5% | +22.3% |
| 6M | +42.2% | +36.2% | +6.0% | +38.0% |
| YTD | +5.5% | +15.1% | -9.6% | +3.6% |
| 1Y | -5.1% | +27.4% | -32.5% | -7.5% |
| 3Y | +257.9% | +160.1% | +97.8% | +246.1% |
| All | +257.9% | +158.0% | +99.9% | +246.1% |
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