+254.8%
SPOT vs PSX
+276.2%
-21.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | -2.9% | +2.8% | -5.7% | -3.3% |
| 30D | +8.3% | +27.8% | -19.5% | +3.9% |
| 3M | +5.1% | +42.0% | -37.0% | -1.1% |
| 6M | -6.5% | +58.1% | -64.6% | -13.9% |
| YTD | -9.0% | +105.0% | -114.0% | -20.1% |
| 1Y | -26.4% | +104.9% | -131.3% | -35.5% |
| 3Y | +240.0% | +134.1% | +106.0% | +185.6% |
| 5Y | +111.7% | +363.8% | -252.1% | +54.6% |
| All | +254.8% | +276.2% | -21.4% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling