+30.1%
XYZ vs S
+38.7%
-8.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | +11.6% | -7.3% | +18.9% | +13.3% |
| 3M | +8.4% | +5.9% | +2.5% | +5.4% |
| 6M | +17.2% | +45.6% | -28.5% | +0.6% |
| YTD | +31.7% | +58.5% | -26.8% | +7.5% |
| 1Y | +30.1% | +37.6% | -7.6% | +8.4% |
| All | +30.1% | +38.7% | -8.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling