+75.0%
SPY vs SPOT
+255.6%
-180.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -5.4% | +17.6% | -23.0% | -7.2% |
| 3M | -4.1% | +26.9% | -31.0% | -7.0% |
| 6M | +0.7% | +41.8% | -41.1% | -4.1% |
| YTD | +8.7% | +3.8% | +4.8% | +7.7% |
| 1Y | +10.9% | -2.5% | +13.3% | +11.0% |
| 3Y | +75.0% | +260.6% | -185.6% | +51.1% |
| All | +75.0% | +255.6% | -180.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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