+110.6%
SPOT vs PSA
+13.0%
+97.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.9% | -3.6% | -3.2% | -6.0% |
| 30D | +4.1% | -9.4% | +13.5% | +6.7% |
| 3M | +3.7% | -8.2% | +11.9% | +5.9% |
| 6M | -1.6% | -1.8% | +0.2% | -1.3% |
| YTD | -10.2% | +15.7% | -25.9% | -13.6% |
| 1Y | -25.9% | +6.3% | -32.2% | -27.3% |
| 3Y | +235.6% | +21.6% | +214.0% | +206.6% |
| 5Y | +110.6% | +13.5% | +97.1% | +90.2% |
| All | +110.6% | +13.0% | +97.5% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling