+264.0%
SPOT vs USFR
+25.1%
+239.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +12.5% | +0.3% | +12.2% | +12.8% |
| 3M | +9.9% | +1.0% | +8.9% | +10.9% |
| 6M | +1.6% | +1.9% | -0.4% | +3.5% |
| YTD | -6.6% | +2.6% | -9.2% | -4.1% |
| 1Y | -22.9% | +4.0% | -26.9% | -19.9% |
| 3Y | +244.3% | +14.1% | +230.2% | +295.6% |
| 5Y | +117.8% | +20.4% | +97.4% | +182.1% |
| All | +264.0% | +25.1% | +239.0% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling