+39.4%
SHEL vs XYL
-21.4%
+60.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | +4.1% | +1.2% | +2.9% | +4.2% |
| 30D | +8.4% | -11.9% | +20.3% | +7.6% |
| 3M | +13.7% | -1.5% | +15.3% | +13.2% |
| 6M | +12.7% | -11.9% | +24.6% | +12.4% |
| YTD | +35.3% | -20.6% | +55.9% | +34.0% |
| 1Y | +39.4% | -23.5% | +62.9% | +41.5% |
| All | +39.4% | -21.4% | +60.8% | +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 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