-40.9%
SE vs XYZ
+9.3%
-50.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -6.1% | -1.0% | -5.1% | -5.9% |
| 30D | -2.5% | -1.7% | -0.7% | -2.1% |
| 3M | +21.7% | +16.7% | +5.0% | +15.8% |
| 6M | +27.0% | +26.9% | +0.1% | +17.1% |
| YTD | -12.1% | +27.1% | -39.3% | -18.8% |
| 1Y | -40.9% | +9.3% | -50.2% | -41.4% |
| All | -40.9% | +9.3% | -50.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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