+8,552.4%
SHOP vs XYL
+196.3%
+8,356.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -1.2% | -3.7% | +2.5% | +1.3% |
| 30D | -14.7% | -8.3% | -6.4% | -11.0% |
| 3M | -7.2% | -21.4% | +14.2% | +7.3% |
| 6M | +54.2% | -12.9% | +67.1% | +64.9% |
| YTD | -8.6% | -30.1% | +21.4% | +12.3% |
| 1Y | +0.5% | -35.2% | +35.7% | +30.5% |
| 3Y | +135.9% | -0.8% | +136.7% | +126.9% |
| 5Y | -11.9% | -23.2% | +11.3% | -1.3% |
| 10Y | +3,608.8% | +101.2% | +3,507.5% | +2,104.9% |
| All | +8,552.4% | +196.3% | +8,356.1% | +4,118.3% |
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