+8,434.7%
SHOP vs XYL
+232.5%
+8,202.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.9% |
| 7D | -5.1% | -5.0% | -0.1% | -1.5% |
| 30D | +0.6% | -13.2% | +13.8% | +11.0% |
| 3M | +25.0% | -3.7% | +28.7% | +27.8% |
| 6M | +11.9% | -17.7% | +29.6% | +26.5% |
| YTD | -9.9% | -21.5% | +11.7% | +4.6% |
| 1Y | 0.0% | -24.5% | +24.5% | +19.5% |
| 3Y | +117.5% | +6.9% | +110.6% | +103.2% |
| 5Y | -6.6% | -18.1% | +11.4% | +1.2% |
| 10Y | +3,320.3% | +134.7% | +3,185.6% | +1,754.9% |
| All | +8,434.7% | +232.5% | +8,202.2% | +3,829.5% |
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