+311.1%
SPOT vs SM
+123.3%
+187.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +1.6% | +9.4% | -7.8% | +0.8% |
| 30D | +16.9% | -14.4% | +31.3% | +18.1% |
| 3M | +23.0% | +1.6% | +21.4% | +22.3% |
| 6M | +42.2% | +6.3% | +35.8% | +40.3% |
| YTD | +5.5% | +78.8% | -73.3% | -1.0% |
| 1Y | -5.1% | +83.1% | -88.2% | -11.2% |
| 3Y | +257.9% | -5.9% | +263.8% | +248.3% |
| 5Y | +118.4% | +4.8% | +113.5% | +107.0% |
| All | +311.1% | +123.3% | +187.9% | +254.3% |
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