+264.0%
SPOT vs SFM
+253.8%
+10.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.0% | -3.5% |
| 7D | -0.9% | -0.1% | -0.9% | -1.0% |
| 30D | +12.5% | -4.4% | +16.9% | +13.0% |
| 3M | +9.9% | +1.5% | +8.4% | +9.4% |
| 6M | +1.6% | +6.5% | -4.9% | 0.0% |
| YTD | -6.6% | +2.2% | -8.8% | -7.7% |
| 1Y | -22.9% | -41.9% | +19.0% | -18.0% |
| 3Y | +244.3% | +106.8% | +137.5% | +224.0% |
| 5Y | +117.8% | +231.6% | -113.8% | +96.2% |
| All | +264.0% | +253.8% | +10.3% | +231.2% |
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