+254.2%
SPOT vs SM
-13.4%
+267.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +1.0% | -19.5% | +20.5% | +2.4% |
| 30D | +14.6% | -20.2% | +34.8% | +16.1% |
| 3M | +18.4% | -6.5% | +24.9% | +18.5% |
| 6M | +45.1% | +1.6% | +43.5% | +43.3% |
| YTD | +4.4% | +61.2% | -56.9% | -2.2% |
| 1Y | -2.7% | +65.4% | -68.0% | -9.2% |
| All | +254.2% | -13.4% | +267.5% | +257.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling