+110.6%
SPOT vs NWSA
+39.0%
+71.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | -6.9% | -4.8% | -2.1% | -4.0% |
| 30D | +4.1% | +3.0% | +1.2% | +2.4% |
| 3M | +3.7% | +9.3% | -5.6% | -2.3% |
| 6M | -1.6% | +23.2% | -24.8% | -14.0% |
| YTD | -10.2% | +13.3% | -23.5% | -17.4% |
| 1Y | -25.9% | +2.9% | -28.8% | -28.3% |
| 3Y | +235.6% | +43.3% | +192.3% | +156.9% |
| 5Y | +110.6% | +40.9% | +69.7% | +52.7% |
| All | +110.6% | +39.0% | +71.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling