+111.7%
SPOT vs SO
+61.3%
+50.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -2.9% | +1.0% | -3.9% | -2.9% |
| 30D | +8.3% | -3.2% | +11.5% | +8.5% |
| 3M | +5.1% | -1.7% | +6.8% | +5.2% |
| 6M | -6.5% | -7.2% | +0.7% | -6.1% |
| YTD | -9.0% | +4.6% | -13.5% | -9.2% |
| 1Y | -26.4% | +1.2% | -27.6% | -26.4% |
| 3Y | +240.0% | +45.3% | +194.8% | +220.0% |
| 5Y | +111.7% | +58.7% | +53.0% | +95.0% |
| All | +111.7% | +61.3% | +50.4% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling