+240.0%
SPOT vs SO
+46.8%
+193.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.4% |
| 7D | -2.9% | +1.0% | -3.9% | -2.8% |
| 30D | +8.3% | -3.2% | +11.5% | +8.0% |
| 3M | +5.1% | -1.7% | +6.8% | +5.0% |
| 6M | -6.5% | -7.2% | +0.7% | -7.0% |
| YTD | -9.0% | +4.6% | -13.5% | -8.1% |
| 1Y | -26.4% | +1.2% | -27.6% | -25.8% |
| 3Y | +240.0% | +45.3% | +194.8% | +245.9% |
| All | +240.0% | +46.8% | +193.2% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling