+70.0%
SHEL vs XYL
+15.2%
+54.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.9% | -1.2% | +5.2% | +4.1% |
| 30D | +7.0% | -13.2% | +20.1% | +8.9% |
| 3M | +12.5% | -0.2% | +12.7% | +11.9% |
| 6M | +14.8% | -12.5% | +27.3% | +16.6% |
| YTD | +34.2% | -20.9% | +55.1% | +38.4% |
| 1Y | +37.0% | -21.6% | +58.6% | +41.5% |
| All | +70.0% | +15.2% | +54.8% | +74.0% |
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