+306.8%
SPOT vs P
+422.7%
-115.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | +1.0% | -13.3% | +14.3% | +4.1% |
| 30D | +14.6% | -34.0% | +48.6% | +24.9% |
| 3M | +18.4% | +4.1% | +14.4% | +13.0% |
| 6M | +45.1% | +30.5% | +14.6% | +26.7% |
| YTD | +4.4% | +52.2% | -47.8% | -14.2% |
| 1Y | -2.7% | +10.3% | -13.0% | -13.6% |
| 3Y | +254.6% | +180.9% | +73.7% | +110.2% |
| 5Y | +124.8% | +259.7% | -135.0% | +19.3% |
| All | +306.8% | +422.7% | -115.9% | +94.0% |
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