+311.1%
SPOT vs SO
+197.3%
+113.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +16.9% | +4.7% | +12.2% | +16.4% |
| 3M | +23.0% | +1.7% | +21.3% | +22.7% |
| 6M | +42.2% | +2.2% | +40.0% | +41.8% |
| YTD | +5.5% | +10.0% | -4.5% | +4.3% |
| 1Y | -5.1% | +6.0% | -11.1% | -5.8% |
| 3Y | +257.9% | +54.1% | +203.8% | +235.6% |
| 5Y | +118.4% | +79.6% | +38.7% | +100.5% |
| All | +311.1% | +197.3% | +113.9% | +304.9% |
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