+64.8%
XYZ vs SPY
+79.4%
-14.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -2.2% |
| 7D | -2.2% | -0.9% | -1.3% | -0.7% |
| 30D | +11.6% | -2.4% | +13.9% | +16.4% |
| 3M | +8.4% | -1.2% | +9.6% | +11.0% |
| 6M | +17.2% | +3.3% | +13.9% | +11.0% |
| YTD | +31.7% | +12.3% | +19.4% | +8.5% |
| 1Y | +30.1% | +12.4% | +17.6% | +7.0% |
| All | +64.8% | +79.4% | -14.6% | -39.3% |
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