+196.3%
SE vs XYL
+18.1%
+178.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | -0.2% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | -0.1% | -9.2% | +9.1% | +4.5% |
| 3M | +34.1% | -0.3% | +34.4% | +33.8% |
| 6M | +23.2% | -11.0% | +34.2% | +29.1% |
| YTD | -11.2% | -19.2% | +8.0% | -3.4% |
| 1Y | -40.5% | -21.2% | -19.3% | -34.5% |
| 3Y | +196.3% | +18.6% | +177.7% | +191.5% |
| All | +196.3% | +18.1% | +178.2% | +191.5% |
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