+264.0%
SPOT vs M
+11.5%
+252.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.7% | -3.5% |
| 7D | -0.9% | +4.7% | -5.7% | -1.5% |
| 30D | +12.5% | -9.6% | +22.1% | +13.9% |
| 3M | +9.9% | +0.9% | +9.0% | +9.4% |
| 6M | +1.6% | +22.3% | -20.7% | -1.6% |
| YTD | -6.6% | +6.5% | -13.1% | -8.1% |
| 1Y | -22.9% | +38.8% | -61.7% | -27.1% |
| 3Y | +244.3% | +115.9% | +128.4% | +195.0% |
| 5Y | +117.8% | +28.6% | +89.2% | +97.7% |
| All | +264.0% | +11.5% | +252.6% | +225.5% |
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