+264.0%
SPOT vs SO
+179.9%
+84.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.1% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | +12.5% | -4.6% | +17.1% | +13.0% |
| 3M | +9.9% | -3.0% | +12.9% | +10.2% |
| 6M | +1.6% | -8.3% | +9.8% | +2.4% |
| YTD | -6.6% | +3.5% | -10.1% | -7.1% |
| 1Y | -22.9% | -0.9% | -22.0% | -23.0% |
| 3Y | +244.3% | +45.4% | +198.9% | +224.7% |
| 5Y | +117.8% | +59.6% | +58.2% | +102.6% |
| All | +264.0% | +179.9% | +84.2% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling