-20.8%
XYZG vs SPY
+18.1%
-38.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -2.7% |
| 7D | -8.9% | -0.8% | -8.1% | -6.2% |
| 30D | -0.2% | -1.1% | +0.9% | +4.9% |
| 3M | +21.5% | +3.9% | +17.7% | +6.7% |
| 6M | +27.7% | +13.6% | +14.1% | -18.0% |
| YTD | +13.9% | +12.7% | +1.2% | -22.0% |
| 1Y | -20.8% | +17.5% | -38.3% | -50.8% |
| All | -20.8% | +18.1% | -38.9% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling