-66.3%
SE vs XYZ
-69.0%
+2.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -3.6% | -3.7% | +0.1% | -1.7% |
| 30D | -5.3% | +0.5% | -5.8% | -6.1% |
| 3M | +28.1% | +16.3% | +11.8% | +16.8% |
| 6M | +20.7% | +21.1% | -0.5% | +6.3% |
| YTD | -14.8% | +22.0% | -36.8% | -26.6% |
| 1Y | -43.6% | +5.2% | -48.7% | -47.9% |
| 3Y | +184.2% | +49.6% | +134.6% | +72.4% |
| 5Y | -66.3% | -68.4% | +2.1% | -45.2% |
| All | -66.3% | -69.0% | +2.7% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling