+363.5%
SE vs XYL
+63.5%
+300.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -0.5% | -3.7% | +3.2% | +1.9% |
| 30D | -20.9% | -8.3% | -12.6% | -17.9% |
| 3M | -38.9% | -21.4% | -17.5% | -30.0% |
| 6M | -19.4% | -12.9% | -6.5% | -14.4% |
| YTD | -40.9% | -30.1% | -10.9% | -28.4% |
| 1Y | -46.2% | -35.2% | -11.0% | -31.4% |
| 3Y | +63.7% | -0.8% | +64.5% | +51.3% |
| 5Y | -77.9% | -23.2% | -54.7% | -76.4% |
| All | +363.5% | +63.5% | +300.0% | +155.6% |
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