-14.8%
SKHY vs XYL
-15.2%
+0.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.0% | -10.1% | -1.5% |
| 7D | -13.1% | +14.5% | -27.7% | -3.8% |
| 30D | -26.6% | -1.3% | -25.3% | -23.4% |
| 3M | -7.3% | -17.0% | +9.6% | -25.9% |
| All | -14.8% | -15.2% | +0.3% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling