+230.9%
SPOT vs PSX
+132.2%
+98.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -6.9% | +1.5% | -8.4% | -7.0% |
| 30D | +4.1% | +15.8% | -11.7% | +2.5% |
| 3M | +3.7% | +43.0% | -39.3% | -0.3% |
| 6M | -1.6% | +61.1% | -62.7% | -7.1% |
| YTD | -10.2% | +104.5% | -114.7% | -18.0% |
| 1Y | -25.9% | +102.5% | -128.4% | -32.4% |
| All | +230.9% | +132.2% | +98.7% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling