+212.2%
SHEL vs XYL
+389.9%
-177.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | -3.7% | +4.5% | +2.3% |
| 30D | -3.6% | -8.3% | +4.8% | -1.1% |
| 3M | +12.0% | -21.4% | +33.5% | +21.9% |
| 6M | +19.7% | -12.9% | +32.6% | +24.1% |
| YTD | +39.6% | -30.1% | +69.7% | +57.1% |
| 1Y | +36.4% | -35.2% | +71.6% | +58.4% |
| 3Y | +70.2% | -0.8% | +71.0% | +60.0% |
| 5Y | +169.2% | -23.2% | +192.5% | +176.9% |
| 10Y | +217.1% | +101.2% | +115.8% | +104.7% |
| All | +212.2% | +389.9% | -177.7% | +47.4% |
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 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