+96.8%
SPOT vs S
-56.8%
+153.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -0.9% | -7.7% | +6.8% | +1.3% |
| 30D | +12.5% | -5.3% | +17.8% | +13.4% |
| 3M | +9.9% | +20.3% | -10.4% | +2.0% |
| 6M | +1.6% | +47.4% | -45.8% | -12.7% |
| YTD | -6.6% | +32.5% | -39.1% | -17.0% |
| 1Y | -22.9% | +9.5% | -32.5% | -28.1% |
| 3Y | +244.3% | +15.5% | +228.8% | +193.4% |
| 5Y | +117.8% | -71.2% | +189.0% | +136.6% |
| All | +96.8% | -56.8% | +153.6% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling