+252.8%
SPOT vs SM
+159.9%
+92.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | +4.6% | -7.6% | -3.5% |
| 30D | +7.4% | +18.2% | -10.8% | +5.8% |
| 3M | +8.2% | +22.5% | -14.3% | +6.0% |
| 6M | +2.2% | +50.6% | -48.3% | -2.1% |
| YTD | -9.5% | +108.1% | -117.6% | -15.8% |
| 1Y | -23.8% | +46.0% | -69.8% | -27.2% |
| 3Y | +233.5% | +2.9% | +230.6% | +222.6% |
| 5Y | +112.2% | +112.6% | -0.4% | +91.0% |
| All | +252.8% | +159.9% | +92.9% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling