+254.8%
SPOT vs NSC
+191.6%
+63.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | +8.3% | -1.9% | +10.2% | +8.9% |
| 3M | +5.1% | +6.2% | -1.2% | +2.7% |
| 6M | -6.5% | +9.2% | -15.6% | -9.5% |
| YTD | -9.0% | +15.0% | -24.0% | -13.6% |
| 1Y | -26.4% | +21.1% | -47.5% | -31.4% |
| 3Y | +240.0% | +78.6% | +161.4% | +172.2% |
| 5Y | +111.7% | +45.9% | +65.8% | +80.3% |
| All | +254.8% | +191.6% | +63.2% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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