+55.7%
T vs SPOT
+115.8%
-60.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +1.7% | +2.5% | -0.9% | +1.5% |
| 30D | -1.7% | +15.1% | -16.8% | -2.7% |
| 3M | -7.3% | +24.8% | -32.1% | -8.7% |
| 6M | -11.2% | +45.8% | -57.0% | -13.4% |
| YTD | -8.1% | +4.9% | -12.9% | -8.8% |
| 1Y | -8.0% | -1.3% | -6.7% | -8.4% |
| 3Y | +62.1% | +257.7% | -195.6% | +43.6% |
| 5Y | +55.7% | +118.5% | -62.8% | +40.4% |
| All | +55.7% | +115.8% | -60.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling