+311.2%
SPY vs XYZ
+609.1%
-297.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | -5.2% | +3.2% | -1.0% |
| 30D | -1.7% | 0.0% | -1.7% | -1.8% |
| 3M | +4.7% | +18.7% | -13.9% | +1.0% |
| 6M | +12.5% | +20.5% | -8.0% | +7.7% |
| YTD | +11.7% | +21.5% | -9.8% | +6.1% |
| 1Y | +17.5% | +7.2% | +10.3% | +13.8% |
| 3Y | +76.6% | +49.0% | +27.6% | +53.0% |
| 5Y | +82.0% | -68.1% | +150.1% | +97.3% |
| All | +311.2% | +609.1% | -297.9% | +158.4% |
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