+0.2%
SHOP vs XYL
-23.5%
+23.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.4% |
| 7D | -2.5% | -5.9% | +3.4% | +2.8% |
| 30D | -16.7% | -7.3% | -9.4% | -13.1% |
| 3M | -2.2% | -22.5% | +20.3% | +20.3% |
| 6M | +45.6% | -14.4% | +60.0% | +60.8% |
| YTD | -7.3% | -29.4% | +22.1% | +20.8% |
| 1Y | -6.1% | -35.6% | +29.5% | +35.7% |
| 3Y | +143.3% | +0.3% | +143.1% | +103.9% |
| 5Y | +0.2% | -22.3% | +22.5% | +5.6% |
| All | +0.2% | -23.5% | +23.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling