+111.7%
SPOT vs M
+24.8%
+86.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.1% |
| 7D | -2.9% | +2.4% | -5.2% | -3.3% |
| 30D | +8.3% | -11.6% | +19.9% | +10.7% |
| 3M | +5.1% | +1.6% | +3.4% | +4.2% |
| 6M | -6.5% | +25.2% | -31.7% | -11.0% |
| YTD | -9.0% | +3.8% | -12.7% | -10.6% |
| 1Y | -26.4% | +36.3% | -62.7% | -31.9% |
| 3Y | +240.0% | +116.3% | +123.7% | +161.4% |
| 5Y | +111.7% | +28.2% | +83.6% | +96.0% |
| All | +111.7% | +24.8% | +86.9% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling