+40.9%
XYZ vs SPY
+77.4%
-36.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.7% | +0.1% | -1.8% | -1.6% |
| 3M | +16.7% | +2.0% | +14.8% | +12.9% |
| 6M | +26.9% | +13.0% | +13.8% | +2.2% |
| YTD | +27.1% | +13.5% | +13.6% | +2.1% |
| 1Y | +9.3% | +20.0% | -10.7% | -20.2% |
| All | +40.9% | +77.4% | -36.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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