+110.6%
SPOT vs XYZ
-68.7%
+179.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -6.9% | -5.2% | -1.7% | -4.9% |
| 30D | +4.1% | 0.0% | +4.1% | +3.9% |
| 3M | +3.7% | +18.7% | -15.0% | -3.5% |
| 6M | -1.6% | +20.5% | -22.1% | -9.9% |
| YTD | -10.2% | +21.5% | -31.6% | -18.7% |
| 1Y | -25.9% | +7.2% | -33.1% | -30.4% |
| 3Y | +235.6% | +49.0% | +186.6% | +138.2% |
| 5Y | +110.6% | -68.1% | +178.7% | +180.0% |
| All | +110.6% | -68.7% | +179.3% | +180.0% |
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