+72.6%
XYZ vs SM
-20.0%
+92.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +12.1% | -25.9% | +38.1% | +17.8% |
| 30D | +12.4% | -15.1% | +27.5% | +14.3% |
| 3M | +8.2% | +4.9% | +3.3% | +3.9% |
| 6M | +20.7% | +6.1% | +14.5% | +12.7% |
| YTD | +31.3% | +63.4% | -32.1% | +2.9% |
| 1Y | +20.5% | +72.5% | -52.0% | -8.1% |
| 3Y | +72.6% | -16.9% | +89.5% | +60.2% |
| All | +72.6% | -20.0% | +92.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling