+264.0%
SPOT vs SAP
+139.0%
+125.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | -0.9% | -2.9% | +2.0% | +0.5% |
| 30D | +12.5% | +9.0% | +3.5% | +7.1% |
| 3M | +9.9% | +14.9% | -5.0% | +0.8% |
| 6M | +1.6% | +11.9% | -10.3% | -6.5% |
| YTD | -6.6% | -9.9% | +3.3% | -4.0% |
| 1Y | -22.9% | -19.5% | -3.4% | -15.8% |
| 3Y | +244.3% | +61.8% | +182.5% | +147.4% |
| 5Y | +117.8% | +56.2% | +61.6% | +53.4% |
| All | +264.0% | +139.0% | +125.0% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling