-44.2%
SE vs XYZ
+4.3%
-48.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -4.8% | -5.2% | +0.4% | -3.2% |
| 30D | -18.1% | 0.0% | -18.1% | -18.3% |
| 3M | +30.6% | +18.7% | +12.0% | +23.7% |
| 6M | +20.8% | +20.5% | +0.2% | +12.9% |
| YTD | -15.6% | +21.5% | -37.1% | -21.0% |
| 1Y | -44.2% | +7.2% | -51.4% | -44.3% |
| All | -44.2% | +4.3% | -48.5% | -44.3% |
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