+304.7%
SPOT vs PPL
+83.8%
+220.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +17.6% | +5.4% | +12.1% | +16.5% |
| 3M | +26.9% | +4.3% | +22.7% | +25.9% |
| 6M | +41.8% | -1.3% | +43.1% | +42.0% |
| YTD | +3.8% | +4.7% | -0.8% | +2.8% |
| 1Y | -2.5% | +1.3% | -3.7% | -2.9% |
| 3Y | +260.6% | +57.2% | +203.3% | +228.3% |
| 5Y | +108.6% | +48.2% | +60.4% | +92.1% |
| All | +304.7% | +83.8% | +220.9% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 all: compounded portfolio wealth divided by compounded PPL 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…
all analysis · Full analysis span regression · 6 months rolling