+130.8%
SLB vs XYL
-17.7%
+148.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | +0.8% | -5.0% | +5.9% | +2.8% |
| 30D | +15.8% | -13.2% | +29.0% | +22.0% |
| 3M | -0.3% | -3.7% | +3.4% | +0.7% |
| 6M | +21.3% | -17.7% | +39.0% | +29.8% |
| YTD | +52.3% | -21.5% | +73.8% | +65.4% |
| 1Y | +63.6% | -24.5% | +88.1% | +80.1% |
| 3Y | +3.8% | +6.9% | -3.2% | -0.1% |
| All | +130.8% | -17.7% | +148.5% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling