+219.1%
SO vs XYZ
+634.5%
-415.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.2% |
| 7D | -0.9% | -2.1% | +1.2% | -0.8% |
| 30D | +4.9% | +7.0% | -2.1% | +4.4% |
| 3M | +0.8% | +5.1% | -4.3% | +0.3% |
| 6M | +0.6% | +14.1% | -13.5% | -0.5% |
| YTD | +8.7% | +26.4% | -17.7% | +6.5% |
| 1Y | +4.0% | +25.1% | -21.1% | +1.9% |
| 3Y | +50.6% | +59.7% | -9.2% | +41.8% |
| 5Y | +77.5% | -63.8% | +141.3% | +81.2% |
| 10Y | +192.0% | +592.4% | -400.5% | +132.2% |
| All | +219.1% | +634.5% | -415.4% | +156.1% |
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