+432.4%
SAP vs XYL
+408.9%
+23.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | -0.7% | +5.9% | -6.5% | -3.0% |
| 30D | +11.1% | -3.9% | +15.0% | +12.1% |
| 3M | +17.0% | -18.7% | +35.7% | +26.2% |
| 6M | +34.8% | -16.9% | +51.7% | +43.8% |
| YTD | -2.2% | -27.4% | +25.1% | +9.2% |
| 1Y | -6.4% | -34.0% | +27.6% | +8.8% |
| 3Y | +75.1% | +5.6% | +69.6% | +64.5% |
| 5Y | +69.8% | -20.6% | +90.4% | +75.5% |
| 10Y | +219.8% | +133.4% | +86.4% | +111.3% |
| All | +432.4% | +408.9% | +23.5% | +173.1% |
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