+61.9%
SE vs XYZ
+61.5%
+0.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +1.9% |
| 7D | -1.5% | -2.1% | +0.7% | -0.9% |
| 30D | -22.3% | +7.0% | -29.3% | -24.0% |
| 3M | -41.8% | +5.1% | -46.9% | -43.0% |
| 6M | -22.4% | +14.1% | -36.5% | -25.8% |
| YTD | -41.6% | +26.4% | -68.0% | -46.1% |
| 1Y | -48.0% | +25.1% | -73.1% | -52.1% |
| All | +61.9% | +61.5% | +0.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling