+8.2%
SLB vs XYL
+408.9%
-400.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.8% |
| 7D | -7.1% | +5.9% | -13.0% | -10.2% |
| 30D | +4.1% | -3.9% | +8.0% | +4.6% |
| 3M | -2.6% | -18.7% | +16.0% | +7.2% |
| 6M | -8.6% | -16.9% | +8.3% | -1.1% |
| YTD | +32.2% | -27.4% | +59.6% | +53.0% |
| 1Y | +40.7% | -34.0% | +74.7% | +71.9% |
| 3Y | -4.5% | +5.6% | -10.1% | -12.9% |
| 5Y | +66.4% | -20.6% | +86.9% | +73.5% |
| 10Y | -15.1% | +133.4% | -148.5% | -51.8% |
| All | +8.2% | +408.9% | -400.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling