+311.1%
SPOT vs SFM
+126.3%
+184.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.2% |
| 7D | +1.6% | +6.0% | -4.5% | +0.8% |
| 30D | +16.9% | -19.5% | +36.4% | +19.6% |
| 3M | +23.0% | -37.0% | +60.0% | +29.8% |
| 6M | +42.2% | -41.0% | +83.2% | +50.9% |
| YTD | +5.5% | -34.6% | +40.1% | +10.0% |
| 1Y | -5.1% | -36.3% | +31.2% | -0.8% |
| 3Y | +257.9% | +24.5% | +233.4% | +257.2% |
| 5Y | +118.4% | +115.9% | +2.5% | +107.2% |
| All | +311.1% | +126.3% | +184.8% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling