+252.8%
SPOT vs USFR
+25.2%
+227.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | +7.4% | +0.4% | +7.0% | +7.7% |
| 3M | +8.2% | +1.0% | +7.1% | +9.2% |
| 6M | +2.2% | +2.0% | +0.2% | +4.2% |
| YTD | -9.5% | +2.8% | -12.2% | -6.9% |
| 1Y | -23.8% | +4.1% | -27.9% | -20.8% |
| 3Y | +233.5% | +14.1% | +219.3% | +282.6% |
| 5Y | +112.2% | +20.6% | +91.6% | +175.1% |
| All | +252.8% | +25.2% | +227.6% | +379.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling