+308.8%
SPOT vs SAP
+160.1%
+148.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -3.0% | -2.5% | -0.5% | -1.7% |
| 30D | +15.2% | +7.5% | +7.7% | +10.9% |
| 3M | +21.6% | +11.6% | +9.9% | +14.4% |
| 6M | +45.2% | +37.6% | +7.6% | +20.0% |
| YTD | +4.9% | -2.0% | +6.8% | +3.1% |
| 1Y | -4.8% | -6.4% | +1.6% | -3.9% |
| 3Y | +256.3% | +67.7% | +188.5% | +151.9% |
| 5Y | +120.2% | +75.7% | +44.4% | +46.4% |
| All | +308.8% | +160.1% | +148.7% | +124.9% |
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