-2.6%
SLB vs XYL
+140.7%
-143.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | -1.9% | +0.8% | -2.7% | -2.4% |
| 30D | +7.8% | -10.8% | +18.6% | +15.1% |
| 3M | +2.7% | -2.5% | +5.2% | +3.5% |
| 6M | +22.2% | -12.2% | +34.3% | +30.4% |
| YTD | +51.1% | -20.1% | +71.2% | +69.8% |
| 1Y | +63.3% | -20.6% | +84.0% | +83.8% |
| 3Y | +2.4% | +17.3% | -14.9% | -12.1% |
| 5Y | +139.3% | -14.5% | +153.8% | +145.9% |
| 10Y | -2.6% | +150.2% | -152.8% | -45.1% |
| All | -2.6% | +140.7% | -143.3% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling