-63.8%
XYZ vs SM
+5.1%
-68.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.2% | -5.3% |
| 7D | -2.1% | +10.6% | -12.7% | -4.8% |
| 30D | +7.0% | -15.0% | +22.0% | +10.1% |
| 3M | +5.1% | +1.7% | +3.4% | +1.9% |
| 6M | +14.1% | +5.9% | +8.2% | +6.8% |
| YTD | +26.4% | +79.0% | -52.6% | -3.5% |
| 1Y | +25.1% | +84.7% | -59.6% | -6.0% |
| 3Y | +59.7% | -3.5% | +63.2% | +42.6% |
| 5Y | -63.8% | +4.9% | -68.8% | -70.1% |
| All | -63.8% | +5.1% | -68.9% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling