+254.2%
SPOT vs PL
+557.6%
-303.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.0% | +5.6% | -4.6% | +0.6% |
| 30D | +14.6% | -16.9% | +31.5% | +15.7% |
| 3M | +18.4% | -38.2% | +56.7% | +21.7% |
| 6M | +45.1% | -63.4% | +108.5% | +53.5% |
| YTD | +4.4% | -27.6% | +32.0% | +1.7% |
| 1Y | -2.7% | +6.6% | -9.3% | -9.8% |
| All | +254.2% | +557.6% | -303.4% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling