+254.8%
SPOT vs NOC
+72.1%
+182.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -2.9% | -2.7% | -0.2% | -2.8% |
| 30D | +8.3% | -8.9% | +17.2% | +8.4% |
| 3M | +5.1% | -3.7% | +8.7% | +5.1% |
| 6M | -6.5% | -30.8% | +24.3% | -6.2% |
| YTD | -9.0% | -7.9% | -1.0% | -9.0% |
| 1Y | -26.4% | -9.4% | -17.0% | -26.4% |
| 3Y | +240.0% | +29.0% | +211.1% | +233.8% |
| 5Y | +111.7% | +56.1% | +55.7% | +103.1% |
| All | +254.8% | +72.1% | +182.7% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling