+441.4%
SAP vs XYL
+416.3%
+25.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | +1.6% | +2.1% | -0.4% | +0.8% |
| 30D | +10.5% | -3.4% | +13.9% | +11.3% |
| 3M | +15.2% | -17.2% | +32.4% | +23.2% |
| 6M | +36.7% | -12.0% | +48.7% | +42.5% |
| YTD | -0.6% | -26.3% | +25.7% | +10.4% |
| 1Y | -4.1% | -33.5% | +29.3% | +11.1% |
| 3Y | +73.2% | +6.4% | +66.8% | +62.3% |
| 5Y | +74.1% | -20.9% | +95.0% | +80.2% |
| 10Y | +222.9% | +120.8% | +102.1% | +117.5% |
| All | +441.4% | +416.3% | +25.1% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling