+9.2%
SLB vs XYL
+416.3%
-407.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +0.2% | -17.2% | +17.4% | +9.2% |
| 6M | -4.4% | -12.0% | +7.6% | +0.1% |
| YTD | +33.4% | -26.3% | +59.7% | +53.2% |
| 1Y | +40.8% | -33.5% | +74.3% | +71.4% |
| 3Y | +3.2% | +6.4% | -3.2% | -6.2% |
| 5Y | +64.8% | -20.9% | +85.7% | +72.7% |
| 10Y | -16.6% | +120.8% | -137.4% | -51.4% |
| All | +9.2% | +416.3% | -407.1% | -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