+317.3%
SGI vs XYL
+389.9%
-72.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -5.3% | -3.7% | -1.6% | -3.0% |
| 30D | -2.1% | -8.3% | +6.3% | +2.3% |
| 3M | -8.2% | -21.4% | +13.3% | +5.5% |
| 6M | -4.6% | -12.9% | +8.4% | +2.8% |
| YTD | -31.5% | -30.1% | -1.4% | -15.5% |
| 1Y | -30.8% | -35.2% | +4.3% | -10.7% |
| 3Y | +67.2% | -0.8% | +68.0% | +62.4% |
| 5Y | +42.5% | -23.2% | +65.7% | +59.6% |
| 10Y | +321.9% | +101.2% | +220.6% | +172.7% |
| All | +317.3% | +389.9% | -72.5% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling