+196.3%
SE vs XYZ
+43.0%
+153.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.1% |
| 7D | +0.6% | +2.9% | -2.2% | -0.3% |
| 30D | -0.1% | +1.4% | -1.5% | -0.7% |
| 3M | +34.1% | +14.6% | +19.6% | +28.3% |
| 6M | +23.2% | +20.8% | +2.5% | +15.5% |
| YTD | -11.2% | +23.1% | -34.2% | -17.6% |
| 1Y | -40.5% | +5.6% | -46.2% | -42.5% |
| 3Y | +196.3% | +50.9% | +145.4% | +164.1% |
| All | +196.3% | +43.0% | +153.3% | +164.1% |
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