+233.5%
SPOT vs XYZ
+46.8%
+186.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -4.3% | +1.2% | -2.2% |
| 30D | +7.4% | +1.2% | +6.2% | +7.0% |
| 3M | +8.2% | +14.6% | -6.5% | +4.9% |
| 6M | +2.2% | +22.6% | -20.3% | -2.8% |
| YTD | -9.5% | +21.7% | -31.2% | -14.4% |
| 1Y | -23.8% | +6.7% | -30.5% | -26.5% |
| 3Y | +233.5% | +46.8% | +186.6% | +177.9% |
| All | +233.5% | +46.8% | +186.7% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling