+113.3%
SPOT vs SPY
+74.0%
+39.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | -2.6% | +3.3% | -5.9% | -6.6% |
| 30D | +13.5% | -2.7% | +16.2% | +16.8% |
| 3M | +22.2% | -1.7% | +24.0% | +23.9% |
| 6M | +38.3% | +3.1% | +35.2% | +30.3% |
| YTD | +3.1% | +11.9% | -8.8% | -13.6% |
| 1Y | -7.6% | +12.0% | -19.6% | -22.7% |
| 3Y | +250.0% | +78.2% | +171.9% | +40.6% |
| 5Y | +113.3% | +73.2% | +40.1% | -6.8% |
| All | +113.3% | +74.0% | +39.3% | -6.8% |
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