+3.7%
SO vs XYZ
+19.9%
-16.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.3% | -16.0% | +0.1% |
| 7D | +1.7% | +16.5% | -14.8% | +2.6% |
| 30D | +11.1% | +15.0% | -3.8% | +12.0% |
| 3M | +0.7% | +3.5% | -2.8% | +0.9% |
| 6M | -1.4% | +21.9% | -23.3% | +0.1% |
| YTD | +9.4% | +34.6% | -25.2% | +11.5% |
| 1Y | +3.7% | +20.7% | -17.0% | +5.5% |
| All | +3.7% | +19.9% | -16.1% | +5.5% |
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