+251.0%
SPOT vs P
+397.5%
-146.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | 0.0% |
| 7D | -6.5% | +5.0% | -11.5% | -7.8% |
| 30D | +2.2% | -0.9% | +3.1% | +1.6% |
| 3M | +5.4% | +38.7% | -33.3% | -5.7% |
| 6M | -4.0% | +54.4% | -58.4% | -18.2% |
| YTD | -9.9% | +44.8% | -54.8% | -22.9% |
| 1Y | -27.3% | +22.5% | -49.8% | -36.2% |
| 3Y | +236.4% | +148.2% | +88.2% | +113.4% |
| 5Y | +112.6% | +268.9% | -156.3% | +14.9% |
| All | +251.0% | +397.5% | -146.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling