+739.8%
TER vs SPOT
+227.0%
+512.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.6% | +6.5% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -8.3% | +12.5% | -20.8% | -12.4% |
| 3M | -12.2% | +9.9% | -22.1% | -16.5% |
| 6M | +17.1% | +1.6% | +15.5% | +12.6% |
| YTD | +84.7% | -6.6% | +91.3% | +80.5% |
| 1Y | +199.9% | -22.9% | +222.9% | +213.6% |
| 3Y | +232.8% | +244.3% | -11.5% | +86.3% |
| 5Y | +198.6% | +117.8% | +80.8% | +84.8% |
| All | +739.8% | +227.0% | +512.9% | +293.1% |
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