+117.2%
SPOT vs S
-51.5%
+168.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.5% | +0.1% |
| 7D | -2.6% | +4.1% | -6.6% | -3.9% |
| 30D | +13.5% | -7.2% | +20.6% | +15.1% |
| 3M | +22.2% | 0.0% | +22.3% | +19.5% |
| 6M | +38.3% | +41.6% | -3.3% | +20.2% |
| YTD | +3.1% | +48.6% | -45.5% | -12.8% |
| 1Y | -7.6% | +30.0% | -37.7% | -19.0% |
| 3Y | +250.0% | +42.2% | +207.9% | +175.7% |
| 5Y | +113.3% | -70.8% | +184.1% | +125.1% |
| All | +117.2% | -51.5% | +168.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling