+2.1%
SLB vs XYL
+12.6%
-10.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.0% |
| 7D | +0.8% | -5.0% | +5.9% | +3.0% |
| 30D | +15.8% | -13.2% | +29.0% | +22.8% |
| 3M | -0.3% | -3.7% | +3.4% | +0.7% |
| 6M | +21.3% | -17.7% | +39.0% | +31.0% |
| YTD | +52.3% | -21.5% | +73.8% | +67.3% |
| 1Y | +63.6% | -24.5% | +88.1% | +82.7% |
| All | +2.1% | +12.6% | -10.5% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling