+112.6%
SPOT vs SPY
+81.0%
+31.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | -6.5% | -0.4% | -6.1% | -6.0% |
| 30D | +2.2% | -1.4% | +3.6% | +4.0% |
| 3M | +5.4% | +3.7% | +1.7% | -0.4% |
| 6M | -4.0% | +13.0% | -17.0% | -19.6% |
| YTD | -9.9% | +12.4% | -22.3% | -24.2% |
| 1Y | -27.3% | +18.5% | -45.8% | -43.5% |
| 3Y | +236.4% | +77.6% | +158.8% | +38.7% |
| 5Y | +112.6% | +81.7% | +30.9% | -10.5% |
| All | +112.6% | +81.0% | +31.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling