+252.8%
SPOT vs NTRS
+136.1%
+116.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -3.1% | +1.4% | -4.4% | -3.5% |
| 30D | +7.4% | -0.7% | +8.0% | +7.5% |
| 3M | +8.2% | +11.3% | -3.1% | +4.5% |
| 6M | +2.2% | +35.5% | -33.3% | -7.4% |
| YTD | -9.5% | +40.6% | -50.1% | -19.3% |
| 1Y | -23.8% | +49.2% | -73.0% | -33.6% |
| 3Y | +233.5% | +167.2% | +66.2% | +134.2% |
| 5Y | +112.2% | +94.9% | +17.3% | +63.8% |
| All | +252.8% | +136.1% | +116.8% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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