+43.2%
TER vs SPOT
+0.4%
+42.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.6% | -11.4% | -5.0% |
| 7D | -19.9% | +16.6% | -36.5% | -14.7% |
| 30D | -43.5% | +29.9% | -73.5% | -37.2% |
| 3M | -37.8% | +31.3% | -69.0% | -30.6% |
| 6M | -25.6% | +43.2% | -68.8% | -16.1% |
| YTD | +29.8% | +8.1% | +21.7% | +49.3% |
| 1Y | +43.2% | -0.3% | +43.5% | +68.8% |
| All | +43.2% | +0.4% | +42.8% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling