+589.4%
SE vs XYZ
+153.8%
+435.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -6.1% | -1.0% | -5.1% | -5.8% |
| 30D | -2.5% | -1.7% | -0.7% | -2.1% |
| 3M | +21.7% | +16.7% | +5.0% | +11.9% |
| 6M | +27.0% | +26.9% | +0.1% | +11.1% |
| YTD | -12.1% | +27.1% | -39.3% | -24.5% |
| 1Y | -40.9% | +9.3% | -50.2% | -46.0% |
| 3Y | +191.0% | +42.3% | +148.7% | +101.4% |
| 5Y | -68.3% | -69.3% | +1.0% | -55.5% |
| All | +589.4% | +153.8% | +435.6% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling