+111.7%
SPOT vs U
-68.4%
+180.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.2% | -3.2% |
| 7D | -2.9% | +4.5% | -7.3% | -4.0% |
| 30D | +8.3% | -0.6% | +8.9% | +8.4% |
| 3M | +5.1% | +48.4% | -43.4% | -6.5% |
| 6M | -6.5% | +115.4% | -121.8% | -25.8% |
| YTD | -9.0% | -3.2% | -5.8% | -12.7% |
| 1Y | -26.4% | -6.0% | -20.4% | -30.2% |
| 3Y | +240.0% | +13.5% | +226.6% | +172.6% |
| 5Y | +111.7% | -68.0% | +179.7% | +147.8% |
| All | +111.7% | -68.4% | +180.1% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling