-15.7%
SHOP vs XYL
-15.4%
-0.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.4% |
| 7D | -10.6% | +0.8% | -11.5% | -11.6% |
| 30D | -18.3% | -10.8% | -7.5% | -9.1% |
| 3M | +14.8% | -2.5% | +17.4% | +16.3% |
| 6M | -5.0% | -12.2% | +7.2% | +4.8% |
| YTD | -21.2% | -20.1% | -1.2% | -5.7% |
| 1Y | -11.6% | -20.6% | +9.0% | +6.8% |
| 3Y | +101.2% | +17.3% | +83.9% | +50.5% |
| 5Y | -15.7% | -14.5% | -1.2% | -22.4% |
| All | -15.7% | -15.4% | -0.3% | -22.4% |
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 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