+307.8%
SPY vs XYZ
+597.9%
-290.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | +2.6% | -1.1% | +3.6% | +2.8% |
| 30D | -2.0% | +11.5% | -13.5% | -4.3% |
| 3M | -2.8% | +1.8% | -4.6% | -3.5% |
| 6M | +2.1% | +21.2% | -19.1% | -2.4% |
| YTD | +11.5% | +29.9% | -18.5% | +4.1% |
| 1Y | +13.5% | +35.8% | -22.3% | +4.9% |
| 3Y | +77.7% | +62.6% | +15.1% | +51.4% |
| 5Y | +72.6% | -62.8% | +135.4% | +81.5% |
| All | +307.8% | +597.9% | -290.0% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling