+33.6%
TER vs SPOT
-2.2%
+35.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.4% |
| 7D | -8.9% | +1.0% | -9.9% | -8.5% |
| 30D | -39.1% | +14.6% | -53.6% | -35.2% |
| 3M | -32.8% | +18.4% | -51.2% | -27.0% |
| 6M | -31.7% | +45.1% | -76.8% | -24.2% |
| YTD | +26.9% | +4.4% | +22.5% | +44.8% |
| 1Y | +33.6% | -2.7% | +36.3% | +55.2% |
| All | +33.6% | -2.2% | +35.8% | +55.2% |
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