-16.6%
SLB vs XYL
+129.6%
-146.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.1% |
| 7D | -3.7% | +2.1% | -5.7% | -4.9% |
| 30D | +2.9% | -3.4% | +6.3% | +3.1% |
| 3M | +0.2% | -17.2% | +17.4% | +9.7% |
| 6M | -4.4% | -12.0% | +7.6% | +0.3% |
| YTD | +33.4% | -26.3% | +59.7% | +54.3% |
| 1Y | +40.8% | -33.5% | +74.3% | +73.3% |
| 3Y | +3.2% | +6.4% | -3.2% | -7.6% |
| 5Y | +64.8% | -20.9% | +85.7% | +74.7% |
| 10Y | -16.6% | +120.8% | -137.4% | -50.4% |
| All | -16.6% | +129.6% | -146.1% | -50.4% |
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 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