+252.8%
SPOT vs PSX
+276.7%
-23.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | +7.4% | +15.6% | -8.3% | +4.8% |
| 3M | +8.2% | +46.5% | -38.3% | +1.3% |
| 6M | +2.2% | +55.0% | -52.8% | -5.6% |
| YTD | -9.5% | +105.3% | -114.8% | -20.6% |
| 1Y | -23.8% | +101.6% | -125.4% | -33.1% |
| 3Y | +233.5% | +134.1% | +99.3% | +180.0% |
| 5Y | +112.2% | +368.7% | -256.5% | +54.7% |
| All | +252.8% | +276.7% | -23.8% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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