-20.7%
SPOT vs Q
+75.4%
-96.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -6.9% | +4.1% | -10.9% | -7.0% |
| 30D | +4.1% | -10.7% | +14.9% | +4.6% |
| 3M | +3.7% | -11.7% | +15.4% | +2.9% |
| 6M | -1.6% | +8.3% | -9.9% | -6.7% |
| YTD | -10.2% | +51.3% | -61.5% | -17.9% |
| All | -20.7% | +75.4% | -96.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling