+105.6%
SPOT vs PL
+40.9%
+64.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +1.6% | +10.0% | -8.4% | +0.2% |
| 30D | +16.9% | -2.3% | +19.2% | +16.6% |
| 3M | +23.0% | -44.2% | +67.2% | +31.7% |
| 6M | +42.2% | -66.1% | +108.3% | +60.6% |
| YTD | +5.5% | -30.0% | +35.5% | +1.9% |
| 1Y | -5.1% | +21.0% | -26.1% | -18.2% |
| 3Y | +257.9% | +516.5% | -258.6% | +86.4% |
| 5Y | +118.4% | +32.0% | +86.3% | +45.6% |
| All | +105.6% | +40.9% | +64.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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