+264.0%
SPOT vs SM
+148.6%
+115.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +12.5% | +26.3% | -13.8% | +10.2% |
| 3M | +9.9% | +8.7% | +1.2% | +8.7% |
| 6M | +1.6% | +51.7% | -50.1% | -2.8% |
| YTD | -6.6% | +99.0% | -105.6% | -12.8% |
| 1Y | -22.9% | +34.6% | -57.5% | -25.8% |
| 3Y | +244.3% | -7.8% | +252.0% | +236.2% |
| 5Y | +117.8% | +104.8% | +13.0% | +96.7% |
| All | +264.0% | +148.6% | +115.5% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling