-0.3%
SPOT vs U
+17.5%
-17.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +4.1% |
| 7D | +16.6% | +7.5% | +9.1% | +15.6% |
| 30D | +29.9% | -7.0% | +37.0% | +30.8% |
| 3M | +31.3% | +20.6% | +10.7% | +28.2% |
| 6M | +43.2% | +53.2% | -10.0% | +35.8% |
| YTD | +8.1% | -3.9% | +12.0% | +0.7% |
| 1Y | -0.3% | +18.4% | -18.7% | -6.3% |
| All | -0.3% | +17.5% | -17.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling