+249.7%
SPOT vs SFM
+25.7%
+224.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.0% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | +13.5% | -19.2% | +32.7% | +17.2% |
| 3M | +22.2% | -40.3% | +62.5% | +34.3% |
| 6M | +38.3% | -40.9% | +79.2% | +51.4% |
| YTD | +3.1% | -35.5% | +38.6% | +9.9% |
| 1Y | -7.6% | -37.4% | +29.8% | -0.9% |
| All | +249.7% | +25.7% | +224.0% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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