+223.8%
SO vs XYZ
+665.4%
-441.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | +7.8% | +11.6% | -3.8% | +7.0% |
| 3M | +2.9% | +8.4% | -5.5% | +2.3% |
| 6M | +2.5% | +17.2% | -14.7% | +1.3% |
| YTD | +10.3% | +31.7% | -21.4% | +7.8% |
| 1Y | +6.4% | +30.1% | -23.7% | +4.0% |
| 3Y | +52.8% | +66.4% | -13.6% | +43.6% |
| 5Y | +78.7% | -62.2% | +140.8% | +82.0% |
| 10Y | +196.3% | +621.5% | -425.3% | +135.1% |
| All | +223.8% | +665.4% | -441.5% | +159.3% |
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