+33.9%
TER vs SPOT
-1.8%
+35.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +13.1% |
| 7D | -5.8% | +2.5% | -8.3% | -4.8% |
| 30D | -38.9% | +15.1% | -54.0% | -35.0% |
| 3M | -35.1% | +24.8% | -59.9% | -28.9% |
| 6M | -31.6% | +45.8% | -77.3% | -23.9% |
| YTD | +27.2% | +4.9% | +22.4% | +45.4% |
| All | +33.9% | -1.8% | +35.7% | +55.9% |
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