-19.1%
SGI vs XYL
-20.8%
+1.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.2% |
| 7D | +0.6% | +0.8% | -0.2% | 0.0% |
| 30D | +5.5% | -10.8% | +16.4% | +14.2% |
| 3M | -3.6% | -2.5% | -1.1% | -2.1% |
| 6M | -15.0% | -12.2% | -2.8% | -8.6% |
| YTD | -23.0% | -20.1% | -3.0% | -14.7% |
| All | -19.1% | -20.8% | +1.8% | -11.6% |
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