-23.8%
SPOT vs SO
-1.6%
-22.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.7% |
| 7D | -3.1% | -1.1% | -2.0% | -3.2% |
| 30D | +7.4% | -5.0% | +12.4% | +6.9% |
| 3M | +8.2% | -5.8% | +13.9% | +7.8% |
| 6M | +2.2% | -7.9% | +10.2% | +1.6% |
| YTD | -9.5% | +2.4% | -11.9% | -7.2% |
| 1Y | -23.8% | -2.3% | -21.6% | -17.1% |
| All | -23.8% | -1.6% | -22.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling