+111.7%
SPOT vs SAP
+56.2%
+55.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | +8.3% | +2.6% | +5.7% | +6.2% |
| 3M | +5.1% | +16.3% | -11.2% | -5.7% |
| 6M | -6.5% | +6.4% | -12.9% | -12.0% |
| YTD | -9.0% | -11.4% | +2.5% | -4.1% |
| 1Y | -26.4% | -20.4% | -6.0% | -16.4% |
| 3Y | +240.0% | +56.5% | +183.5% | +108.3% |
| 5Y | +111.7% | +56.8% | +54.9% | +19.6% |
| All | +111.7% | +56.2% | +55.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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