-2.7%
SPOT vs SN
+140.3%
-143.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.0% | +7.6% | -6.5% | +0.3% |
| 30D | +14.6% | +22.4% | -7.9% | +12.6% |
| 3M | +18.4% | +21.7% | -3.2% | +16.0% |
| 6M | +45.1% | +102.8% | -57.7% | +37.4% |
| YTD | +4.4% | +102.4% | -98.0% | -2.3% |
| 1Y | -2.7% | +139.0% | -141.7% | -7.0% |
| All | -2.7% | +140.3% | -143.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling