+38.3%
SPOT vs SM
+7.4%
+30.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -1.6% |
| 7D | -2.6% | +10.6% | -13.2% | -2.4% |
| 30D | +13.5% | -15.0% | +28.4% | +13.5% |
| 3M | +22.2% | +1.7% | +20.6% | +22.5% |
| 6M | +38.3% | +5.9% | +32.4% | +37.8% |
| All | +38.3% | +7.4% | +30.9% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling