-64.9%
XYZ vs S
-49.1%
-15.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +12.6% | +1.4% | +11.2% | +11.8% |
| 30D | +10.8% | -10.8% | +21.6% | +15.6% |
| 3M | +8.4% | +5.4% | +3.0% | +2.4% |
| 6M | +14.3% | +41.2% | -26.9% | -8.0% |
| YTD | +31.5% | +56.2% | -24.7% | -0.8% |
| 1Y | +28.1% | +36.3% | -8.2% | +2.5% |
| 3Y | +66.2% | +49.4% | +16.7% | +19.5% |
| 5Y | -62.3% | -66.9% | +4.5% | -53.9% |
| All | -64.9% | -49.1% | -15.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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