+259.2%
SGI vs XYL
+149.5%
+109.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.1% |
| 30D | +1.6% | -13.2% | +14.8% | +11.9% |
| 3M | -3.2% | -0.2% | -3.0% | -3.3% |
| 6M | -16.0% | -12.5% | -3.5% | -8.0% |
| YTD | -25.4% | -20.9% | -4.5% | -12.8% |
| 1Y | -21.6% | -21.6% | 0.0% | -7.9% |
| 3Y | +52.9% | +16.1% | +36.7% | +33.6% |
| 5Y | +47.5% | -15.6% | +63.1% | +56.6% |
| All | +259.2% | +149.5% | +109.7% | +85.4% |
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