+230.9%
SPOT vs NOC
+28.9%
+202.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -6.9% | -1.8% | -5.1% | -7.1% |
| 30D | +4.1% | -9.4% | +13.6% | +2.9% |
| 3M | +3.7% | -3.8% | +7.5% | +3.4% |
| 6M | -1.6% | -28.8% | +27.2% | -6.8% |
| YTD | -10.2% | -7.9% | -2.3% | -10.4% |
| 1Y | -25.9% | -9.0% | -16.9% | -26.2% |
| All | +230.9% | +28.9% | +202.0% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling