+59.8%
SAP vs XYL
+12.6%
+47.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.2% |
| 7D | -2.9% | -5.0% | +2.1% | -1.1% |
| 30D | +9.0% | -13.2% | +22.2% | +14.3% |
| 3M | +14.9% | -3.7% | +18.7% | +16.5% |
| 6M | +11.9% | -17.7% | +29.6% | +19.2% |
| YTD | -9.9% | -21.5% | +11.6% | -2.9% |
| 1Y | -19.5% | -24.5% | +5.0% | -11.9% |
| All | +59.8% | +12.6% | +47.2% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling