-22.9%
SPOT vs USB
+35.1%
-58.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -0.9% | +1.4% | -2.4% | -1.0% |
| 30D | +12.5% | -1.3% | +13.8% | +12.5% |
| 3M | +9.9% | +15.2% | -5.3% | +8.7% |
| 6M | +1.6% | +18.8% | -17.3% | 0.0% |
| YTD | -6.6% | +21.0% | -27.6% | -7.3% |
| 1Y | -22.9% | +34.0% | -57.0% | -22.4% |
| All | -22.9% | +35.1% | -58.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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