+115.3%
SPOT vs NI
+96.9%
+18.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +7.4% | -1.4% | +8.8% | +7.6% |
| 3M | +8.2% | -10.6% | +18.8% | +10.4% |
| 6M | +2.2% | -9.3% | +11.5% | +3.9% |
| YTD | -9.5% | +1.1% | -10.6% | -10.1% |
| 1Y | -23.8% | +3.4% | -27.2% | -24.9% |
| 3Y | +233.5% | +67.9% | +165.6% | +202.8% |
| All | +115.3% | +96.9% | +18.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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