+43.3%
SHEL vs XYL
-30.7%
+74.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -2.1% |
| 7D | -3.2% | +14.5% | -17.7% | -3.1% |
| 30D | +5.5% | -1.3% | +6.9% | +6.0% |
| 3M | +14.4% | -17.0% | +31.3% | +13.6% |
| 6M | +16.2% | -11.3% | +27.5% | +15.9% |
| YTD | +42.4% | -25.0% | +67.4% | +40.8% |
| 1Y | +43.3% | -31.5% | +74.8% | +44.8% |
| All | +43.3% | -30.7% | +74.0% | +44.8% |
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