-26.4%
SPOT vs RF
+15.4%
-41.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.5% |
| 7D | -2.9% | +2.7% | -5.5% | -2.9% |
| 30D | +8.3% | -3.4% | +11.7% | +8.3% |
| 3M | +5.1% | +6.4% | -1.3% | +4.5% |
| 6M | -6.5% | +13.4% | -19.9% | -7.5% |
| YTD | -9.0% | +14.2% | -23.2% | -8.8% |
| 1Y | -26.4% | +15.7% | -42.1% | -26.1% |
| All | -26.4% | +15.4% | -41.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling