+157.8%
SPOT vs U
-31.3%
+189.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -3.3% |
| 7D | +1.6% | +36.6% | -35.0% | -7.0% |
| 30D | +17.6% | +13.3% | +4.2% | +12.6% |
| 3M | +26.9% | +26.2% | +0.8% | +17.8% |
| 6M | +41.8% | +88.7% | -46.9% | +16.3% |
| YTD | +3.8% | +16.6% | -12.7% | -6.5% |
| 1Y | -2.5% | +29.0% | -31.4% | -15.3% |
| 3Y | +260.6% | +99.5% | +161.1% | +137.6% |
| 5Y | +108.6% | -66.1% | +174.7% | +118.0% |
| All | +157.8% | -31.3% | +189.2% | +126.7% |
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