+1.5%
SMR vs XYZ
-37.5%
+39.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.4% |
| 7D | +4.7% | -5.2% | +9.9% | +6.9% |
| 30D | +3.2% | 0.0% | +3.2% | +3.1% |
| 3M | +9.9% | +18.7% | -8.8% | +1.7% |
| 6M | -15.1% | +20.5% | -35.7% | -21.3% |
| YTD | -27.9% | +21.5% | -49.4% | -33.9% |
| 1Y | -70.2% | +7.2% | -77.5% | -71.2% |
| 3Y | +72.5% | +49.0% | +23.5% | +57.4% |
| All | +1.5% | -37.5% | +39.0% | -6.9% |
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