+240.0%
SPOT vs S
+13.8%
+226.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.0% |
| 7D | -2.9% | -5.8% | +3.0% | -1.5% |
| 30D | +8.3% | -9.2% | +17.5% | +10.1% |
| 3M | +5.1% | +23.4% | -18.3% | -1.9% |
| 6M | -6.5% | +36.9% | -43.4% | -15.8% |
| YTD | -9.0% | +29.5% | -38.5% | -17.0% |
| 1Y | -26.4% | +5.4% | -31.8% | -29.9% |
| 3Y | +240.0% | +14.7% | +225.3% | +202.1% |
| All | +240.0% | +13.8% | +226.3% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling