+176.2%
SAP vs XYL
+141.5%
+34.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -3.0% |
| 7D | -0.3% | +1.8% | -2.1% | -1.1% |
| 30D | +2.6% | -9.2% | +11.8% | +6.8% |
| 3M | +16.3% | -0.3% | +16.5% | +16.2% |
| 6M | +6.4% | -11.0% | +17.3% | +11.0% |
| YTD | -11.4% | -19.2% | +7.8% | -4.1% |
| 1Y | -20.4% | -21.2% | +0.8% | -13.0% |
| 3Y | +56.5% | +18.6% | +37.9% | +39.7% |
| 5Y | +56.8% | -14.3% | +71.1% | +57.5% |
| 10Y | +176.2% | +141.0% | +35.2% | +82.6% |
| All | +176.2% | +141.5% | +34.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling