+58.7%
SO vs XYZ
-69.7%
+128.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | +1.0% | +2.9% | -1.8% | +1.0% |
| 30D | -3.2% | +1.4% | -4.6% | -3.2% |
| 3M | -1.7% | +14.6% | -16.3% | -2.0% |
| 6M | -7.2% | +20.8% | -28.0% | -7.7% |
| YTD | +4.6% | +23.1% | -18.5% | +3.9% |
| 1Y | +1.2% | +5.6% | -4.4% | +1.0% |
| 3Y | +45.3% | +50.9% | -5.6% | +40.9% |
| 5Y | +58.7% | -68.6% | +127.3% | +50.2% |
| All | +58.7% | -69.7% | +128.5% | +50.2% |
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