-77.1%
SE vs XYL
-20.5%
-56.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +1.9% |
| 7D | +3.3% | +2.1% | +1.2% | +1.8% |
| 30D | -18.2% | -3.4% | -14.8% | -17.9% |
| 3M | -31.3% | -17.2% | -14.1% | -22.2% |
| 6M | -10.1% | -12.0% | +1.9% | -4.2% |
| YTD | -38.9% | -26.3% | -12.6% | -26.1% |
| 1Y | -48.0% | -33.5% | -14.5% | -31.0% |
| 3Y | +78.8% | +6.4% | +72.4% | +39.7% |
| 5Y | -77.1% | -20.9% | -56.2% | -79.9% |
| All | -77.1% | -20.5% | -56.6% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling