+66.8%
SGI vs XYL
-0.6%
+67.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.3% |
| 7D | -10.7% | -6.0% | -4.7% | -7.3% |
| 30D | -3.6% | -8.3% | +4.7% | 0.0% |
| 3M | -5.4% | -22.6% | +17.2% | +9.2% |
| 6M | -7.0% | -15.0% | +8.0% | +1.1% |
| YTD | -31.6% | -30.2% | -1.4% | -16.8% |
| 1Y | -33.5% | -36.4% | +2.9% | -14.4% |
| All | +66.8% | -0.6% | +67.5% | +41.5% |
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