+210.0%
SHEL vs XYL
+150.5%
+59.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | +8.4% | -11.9% | +20.3% | +13.9% |
| 3M | +13.7% | -1.5% | +15.3% | +13.6% |
| 6M | +12.7% | -11.9% | +24.6% | +17.3% |
| YTD | +35.3% | -20.6% | +55.9% | +46.2% |
| 1Y | +39.4% | -23.5% | +62.9% | +52.9% |
| 3Y | +71.5% | +14.9% | +56.6% | +51.7% |
| 5Y | +195.0% | -15.3% | +210.3% | +196.9% |
| All | +210.0% | +150.5% | +59.5% | +96.4% |
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