+252.8%
SPOT vs PSA
+108.0%
+144.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | -3.1% | -1.8% | -1.3% | -2.7% |
| 30D | +7.4% | -8.4% | +15.8% | +9.4% |
| 3M | +8.2% | -7.8% | +16.0% | +10.0% |
| 6M | +2.2% | +0.8% | +1.4% | +1.9% |
| YTD | -9.5% | +16.5% | -26.0% | -12.6% |
| 1Y | -23.8% | +4.7% | -28.5% | -24.9% |
| 3Y | +233.5% | +21.1% | +212.4% | +212.9% |
| 5Y | +112.2% | +14.2% | +98.0% | +101.2% |
| All | +252.8% | +108.0% | +144.8% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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