-2.2%
SPOT vs PL
+8.6%
-10.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.5% | -13.5% | +1.6% |
| 7D | +2.5% | +10.9% | -8.3% | +3.1% |
| 30D | +15.1% | -16.4% | +31.5% | +14.7% |
| 3M | +24.8% | -39.9% | +64.7% | +23.3% |
| 6M | +45.8% | -63.2% | +109.0% | +43.3% |
| YTD | +4.9% | -27.1% | +32.0% | +3.8% |
| All | -2.2% | +8.6% | -10.8% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling