-73.1%
SMR vs XYZ
+9.3%
-82.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +4.4% | -1.0% | +5.4% | +5.0% |
| 30D | +3.4% | -1.7% | +5.1% | +4.4% |
| 3M | -19.2% | +16.7% | -35.9% | -28.1% |
| 6M | -22.6% | +26.9% | -49.5% | -35.1% |
| YTD | -31.5% | +27.1% | -58.7% | -41.7% |
| 1Y | -73.1% | +9.3% | -82.3% | -73.0% |
| All | -73.1% | +9.3% | -82.4% | -73.0% |
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 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