+254.8%
SPOT vs XYZ
+64.5%
+190.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.3% |
| 7D | -2.9% | +2.9% | -5.7% | -3.9% |
| 30D | +8.3% | +1.4% | +6.9% | +7.5% |
| 3M | +5.1% | +14.6% | -9.5% | -0.8% |
| 6M | -6.5% | +20.8% | -27.2% | -14.2% |
| YTD | -9.0% | +23.1% | -32.0% | -17.7% |
| 1Y | -26.4% | +5.6% | -32.0% | -30.3% |
| 3Y | +240.0% | +50.9% | +189.1% | +149.0% |
| 5Y | +111.7% | -68.6% | +180.3% | +163.2% |
| All | +254.8% | +64.5% | +190.3% | +135.5% |
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