+66.7%
SNXX vs XYZ
+32.0%
+34.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +15.3% | -31.1% | -16.1% |
| 7D | -47.8% | +16.5% | -64.3% | -48.1% |
| 30D | -66.0% | +15.0% | -81.0% | -66.1% |
| 3M | -57.5% | +3.5% | -61.0% | -57.1% |
| 6M | -66.7% | +21.9% | -88.6% | -67.3% |
| All | +66.7% | +32.0% | +34.7% | +57.5% |
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