+267.4%
SPOT vs USB
+90.4%
+176.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | +10.3% | -1.5% | +11.7% | +10.5% |
| 30D | +25.9% | +4.3% | +21.6% | +24.9% |
| 3M | +27.4% | -6.1% | +33.5% | +28.8% |
| 6M | +46.5% | +9.4% | +37.1% | +43.7% |
| YTD | +5.8% | +15.2% | -9.4% | +2.6% |
| 1Y | -0.9% | +32.8% | -33.7% | -6.7% |
| All | +267.4% | +90.4% | +176.9% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling