-0.3%
SPOT vs USFR
+4.1%
-4.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +16.6% | +0.1% | +16.5% | +16.3% |
| 30D | +29.9% | +0.4% | +29.6% | +28.8% |
| 3M | +31.3% | +1.1% | +30.2% | +26.2% |
| 6M | +43.2% | +2.0% | +41.2% | +37.6% |
| YTD | +8.1% | +3.4% | +4.7% | +20.8% |
| 1Y | -0.3% | +4.1% | -4.4% | +16.6% |
| All | -0.3% | +4.1% | -4.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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