+113.0%
SPOT vs RF
+89.8%
+23.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +12.5% | -3.6% | +16.1% | +13.7% |
| 3M | +9.9% | +8.1% | +1.8% | +7.1% |
| 6M | +1.6% | +11.5% | -9.9% | -2.2% |
| YTD | -6.6% | +15.6% | -22.2% | -11.3% |
| 1Y | -22.9% | +15.7% | -38.6% | -27.0% |
| 3Y | +244.3% | +86.9% | +157.4% | +168.6% |
| All | +113.0% | +89.8% | +23.1% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling