+51.2%
T vs SPOT
+265.4%
-214.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.6% | +1.0% | +1.5% | +2.5% |
| 30D | -1.1% | +14.6% | -15.6% | -2.1% |
| 3M | -7.7% | +18.4% | -26.2% | -9.0% |
| 6M | -10.6% | +45.1% | -55.7% | -13.3% |
| YTD | -7.5% | +4.4% | -11.9% | -8.3% |
| 1Y | -7.4% | -2.7% | -4.7% | -7.8% |
| 3Y | +63.1% | +254.6% | -191.5% | +43.4% |
| 5Y | +55.2% | +124.8% | -69.6% | +37.8% |
| All | +51.2% | +265.4% | -214.2% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling