+110.6%
SPOT vs PSX
+357.6%
-247.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -6.9% | +1.5% | -8.4% | -7.1% |
| 30D | +4.1% | +15.8% | -11.7% | +1.5% |
| 3M | +3.7% | +43.0% | -39.3% | -2.6% |
| 6M | -1.6% | +61.1% | -62.7% | -10.0% |
| YTD | -10.2% | +104.5% | -114.7% | -21.6% |
| 1Y | -25.9% | +102.5% | -128.4% | -35.4% |
| 3Y | +235.6% | +133.5% | +102.1% | +176.6% |
| 5Y | +110.6% | +367.0% | -256.4% | +36.6% |
| All | +110.6% | +357.6% | -247.0% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling