-40.9%
SE vs XYL
-23.4%
-17.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -6.1% | -5.0% | -1.0% | -4.9% |
| 30D | -2.5% | -13.2% | +10.8% | +0.9% |
| 3M | +21.7% | -3.7% | +25.4% | +23.3% |
| 6M | +27.0% | -17.7% | +44.7% | +31.3% |
| YTD | -12.1% | -21.5% | +9.4% | -11.1% |
| 1Y | -40.9% | -24.5% | -16.4% | -38.6% |
| All | -40.9% | -23.4% | -17.5% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling