+75.0%
T vs SPOT
+227.0%
-151.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.7% |
| 7D | -1.3% | -0.9% | -0.3% | -1.2% |
| 30D | +11.4% | +12.5% | -1.1% | +10.4% |
| 3M | +14.3% | +9.9% | +4.4% | +13.4% |
| 6M | -9.3% | +1.6% | -10.8% | -9.7% |
| YTD | +7.1% | -6.6% | +13.7% | +7.1% |
| 1Y | -9.1% | -22.9% | +13.8% | -7.8% |
| 3Y | +105.3% | +244.3% | -138.9% | +80.7% |
| 5Y | +66.8% | +117.8% | -51.0% | +48.3% |
| All | +75.0% | +227.0% | -151.9% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling