+131.9%
SPOT vs U
-44.5%
+176.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -0.9% | -3.8% | +2.9% | +0.1% |
| 30D | +12.5% | +17.5% | -5.0% | +7.2% |
| 3M | +9.9% | +38.7% | -28.8% | -0.4% |
| 6M | +1.6% | +104.4% | -102.9% | -18.4% |
| YTD | -6.6% | -5.7% | -0.9% | -9.9% |
| 1Y | -22.9% | +3.7% | -26.6% | -29.3% |
| 3Y | +244.3% | +12.3% | +231.9% | +175.6% |
| 5Y | +117.8% | -68.8% | +186.6% | +134.0% |
| All | +131.9% | -44.5% | +176.4% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling