+66.2%
XYZ vs SM
-12.9%
+79.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.6% |
| 7D | +12.6% | -19.5% | +32.1% | +16.3% |
| 30D | +10.8% | -20.2% | +31.0% | +14.2% |
| 3M | +8.4% | -6.5% | +14.9% | +6.9% |
| 6M | +14.3% | +1.6% | +12.8% | +7.9% |
| YTD | +31.5% | +61.2% | -29.8% | +2.9% |
| 1Y | +28.1% | +65.4% | -37.2% | -1.3% |
| 3Y | +66.2% | -13.0% | +79.2% | +49.4% |
| All | +66.2% | -12.9% | +79.0% | +49.4% |
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