+308.8%
SPOT vs M
+21.2%
+287.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -3.0% | -3.3% | +0.4% | -2.6% |
| 30D | +15.2% | +8.1% | +7.1% | +13.9% |
| 3M | +21.6% | +2.2% | +19.4% | +21.0% |
| 6M | +45.2% | +35.1% | +10.1% | +38.7% |
| YTD | +4.9% | +15.8% | -10.9% | +1.9% |
| 1Y | -4.8% | +25.8% | -30.6% | -8.6% |
| 3Y | +256.3% | +156.2% | +100.0% | +198.2% |
| 5Y | +120.2% | -2.4% | +122.5% | +103.5% |
| All | +308.8% | +21.2% | +287.6% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling