+231.7%
SPOT vs USFR
+14.0%
+217.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.5% | +0.1% | -6.6% | -6.7% |
| 30D | +2.2% | +0.3% | +1.9% | +1.4% |
| 3M | +5.4% | +1.0% | +4.4% | +2.8% |
| 6M | -4.0% | +1.9% | -6.0% | -7.8% |
| YTD | -9.9% | +2.7% | -12.6% | -14.4% |
| 1Y | -27.3% | +4.0% | -31.3% | -32.7% |
| All | +231.7% | +14.0% | +217.7% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling