+257.9%
SPOT vs SPY
+78.1%
+179.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | +1.6% | +2.6% | -1.0% | -0.6% |
| 30D | +16.9% | -2.0% | +18.9% | +18.4% |
| 3M | +23.0% | -2.8% | +25.7% | +25.3% |
| 6M | +42.2% | +2.1% | +40.0% | +37.8% |
| YTD | +5.5% | +11.5% | -6.0% | -6.3% |
| 1Y | -5.1% | +13.5% | -18.5% | -17.2% |
| 3Y | +257.9% | +77.7% | +180.2% | +120.0% |
| All | +257.9% | +78.1% | +179.8% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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