+251.0%
SPOT vs RSG
+281.2%
-30.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | +3.7% | -1.5% | +1.1% |
| 3M | +5.4% | +6.2% | -0.8% | +3.4% |
| 6M | -4.0% | -2.8% | -1.2% | -3.4% |
| YTD | -9.9% | +5.9% | -15.8% | -11.8% |
| 1Y | -27.3% | -1.8% | -25.5% | -27.2% |
| 3Y | +236.4% | +57.5% | +178.9% | +186.6% |
| 5Y | +112.6% | +91.1% | +21.5% | +68.6% |
| All | +251.0% | +281.2% | -30.2% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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