+204.1%
SO vs XYZ
+638.9%
-434.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -4.6% | -1.7% | -2.9% | -4.5% |
| 3M | -3.0% | +16.7% | -19.8% | -4.0% |
| 6M | -8.3% | +26.9% | -35.1% | -9.8% |
| YTD | +3.5% | +27.1% | -23.6% | +1.5% |
| 1Y | -0.9% | +9.3% | -10.2% | -2.1% |
| 3Y | +45.4% | +42.3% | +3.1% | +38.0% |
| 5Y | +59.6% | -69.3% | +128.9% | +65.5% |
| 10Y | +156.6% | +586.8% | -430.2% | +104.3% |
| All | +204.1% | +638.9% | -434.9% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling