+44.6%
SLB vs XYL
-36.5%
+81.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +2.6% | -6.0% | +8.6% | +3.4% |
| 30D | +4.4% | -8.3% | +12.7% | +5.0% |
| 3M | -2.7% | -22.6% | +19.9% | +2.6% |
| 6M | -7.5% | -15.0% | +7.5% | -5.3% |
| YTD | +34.8% | -30.2% | +65.0% | +44.9% |
| 1Y | +44.6% | -36.4% | +81.0% | +63.7% |
| All | +44.6% | -36.5% | +81.1% | +63.7% |
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 · 6 months rolling