+254.1%
SPOT vs U
+90.7%
+163.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.5% |
| 7D | +1.6% | +36.6% | -35.0% | -2.3% |
| 30D | +17.6% | +13.3% | +4.2% | +15.5% |
| 3M | +26.9% | +26.2% | +0.8% | +22.9% |
| 6M | +41.8% | +88.7% | -46.9% | +30.0% |
| YTD | +3.8% | +16.6% | -12.7% | -1.2% |
| 1Y | -2.5% | +29.0% | -31.4% | -8.5% |
| All | +254.1% | +90.7% | +163.4% | +226.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling