+251.0%
SPOT vs SO
+180.6%
+70.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | -2.5% | +4.7% | +2.4% |
| 3M | +5.4% | -4.2% | +9.6% | +5.8% |
| 6M | -4.0% | -7.7% | +3.6% | -3.3% |
| YTD | -9.9% | +3.8% | -13.7% | -10.4% |
| 1Y | -27.3% | +0.1% | -27.3% | -27.4% |
| 3Y | +236.4% | +44.2% | +192.2% | +217.7% |
| 5Y | +112.6% | +57.9% | +54.7% | +98.1% |
| All | +251.0% | +180.6% | +70.4% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling