+198.8%
SHEL vs XYL
+459.9%
-261.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +3.0% | +0.8% | +2.2% | +2.6% |
| 30D | +7.2% | -10.8% | +18.1% | +12.1% |
| 3M | +12.9% | -2.5% | +15.4% | +13.2% |
| 6M | +13.7% | -12.2% | +25.9% | +18.5% |
| YTD | +33.7% | -20.1% | +53.7% | +44.0% |
| 1Y | +37.9% | -20.6% | +58.5% | +48.7% |
| 3Y | +70.2% | +17.3% | +52.9% | +50.5% |
| 5Y | +192.3% | -14.5% | +206.8% | +190.8% |
| 10Y | +207.3% | +150.2% | +57.1% | +83.4% |
| All | +198.8% | +459.9% | -261.1% | +35.1% |
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