+321.2%
SPOT vs USB
+71.6%
+249.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.1% |
| 7D | +16.6% | +2.4% | +14.2% | +15.9% |
| 30D | +29.9% | +6.6% | +23.4% | +28.0% |
| 3M | +31.3% | -4.1% | +35.4% | +32.5% |
| 6M | +43.2% | +12.5% | +30.7% | +38.8% |
| YTD | +8.1% | +17.6% | -9.6% | +3.4% |
| 1Y | -0.3% | +36.5% | -36.8% | -8.1% |
| 3Y | +269.3% | +95.4% | +173.9% | +206.6% |
| 5Y | +113.9% | +26.1% | +87.7% | +95.0% |
| All | +321.2% | +71.6% | +249.6% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling