-2.2%
SPOT vs RF
+20.4%
-22.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +2.5% | -0.1% | +2.7% | +2.5% |
| 30D | +15.1% | +7.0% | +8.1% | +14.4% |
| 3M | +24.8% | -7.0% | +31.8% | +24.9% |
| 6M | +45.8% | +6.8% | +39.0% | +44.1% |
| YTD | +4.9% | +9.9% | -5.0% | +5.1% |
| All | -2.2% | +20.4% | -22.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling