-2.7%
SMCI vs XYL
-23.4%
+20.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.6% | +5.8% |
| 7D | +6.8% | -5.0% | +11.8% | +10.3% |
| 30D | +30.6% | -13.2% | +43.8% | +42.8% |
| 3M | -15.6% | -3.7% | -11.9% | -16.9% |
| 6M | +21.3% | -17.7% | +38.9% | +32.8% |
| YTD | +35.3% | -21.5% | +56.8% | +51.9% |
| 1Y | -2.7% | -24.5% | +21.8% | +15.3% |
| All | -2.7% | -23.4% | +20.7% | +15.3% |
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