+257.7%
SPOT vs P
+190.3%
+67.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.3% |
| 7D | +2.5% | -9.6% | +12.2% | +3.4% |
| 30D | +15.1% | -33.4% | +48.5% | +19.9% |
| 3M | +24.8% | +14.2% | +10.6% | +20.0% |
| 6M | +45.8% | +31.6% | +14.2% | +35.5% |
| YTD | +4.9% | +53.5% | -48.6% | -6.0% |
| 1Y | -1.3% | +14.2% | -15.4% | -7.6% |
| 3Y | +257.7% | +190.5% | +67.2% | +183.1% |
| All | +257.7% | +190.3% | +67.4% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling