+254.8%
SPOT vs PSA
+111.6%
+143.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.9% | -0.4% | -2.4% | -2.8% |
| 30D | +8.3% | -8.2% | +16.5% | +10.3% |
| 3M | +5.1% | -2.1% | +7.2% | +5.5% |
| 6M | -6.5% | -0.2% | -6.3% | -6.6% |
| YTD | -9.0% | +18.5% | -27.5% | -12.4% |
| 1Y | -26.4% | +6.6% | -33.0% | -27.7% |
| 3Y | +240.0% | +24.5% | +215.6% | +217.0% |
| 5Y | +111.7% | +13.6% | +98.1% | +100.8% |
| All | +254.8% | +111.6% | +143.2% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling