+251.0%
SPOT vs NI
+130.3%
+120.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -6.5% | +1.3% | -7.8% | -6.6% |
| 30D | +2.2% | -0.3% | +2.4% | +2.2% |
| 3M | +5.4% | -9.5% | +14.9% | +6.6% |
| 6M | -4.0% | -10.2% | +6.2% | -2.8% |
| YTD | -9.9% | +1.8% | -11.7% | -10.3% |
| 1Y | -27.3% | +5.7% | -32.9% | -28.0% |
| 3Y | +236.4% | +69.6% | +166.8% | +216.3% |
| 5Y | +112.6% | +95.8% | +16.8% | +97.0% |
| All | +251.0% | +130.3% | +120.7% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling