+264.0%
SPOT vs USB
+76.5%
+187.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -0.9% | +1.4% | -2.4% | -1.3% |
| 30D | +12.5% | -1.3% | +13.8% | +12.8% |
| 3M | +9.9% | +15.2% | -5.3% | +6.0% |
| 6M | +1.6% | +18.8% | -17.3% | -2.9% |
| YTD | -6.6% | +21.0% | -27.6% | -11.2% |
| 1Y | -22.9% | +34.0% | -57.0% | -28.7% |
| 3Y | +244.3% | +95.3% | +149.0% | +185.2% |
| 5Y | +117.8% | +40.4% | +77.4% | +94.3% |
| All | +264.0% | +76.5% | +187.5% | +199.1% |
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