+44.6%
SMCI vs XYL
+15.7%
+28.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +6.9% |
| 7D | +1.3% | +1.2% | +0.1% | +0.2% |
| 30D | +6.6% | -11.9% | +18.6% | +19.9% |
| 3M | +25.4% | -1.5% | +27.0% | +22.3% |
| 6M | +26.1% | -11.9% | +38.0% | +39.7% |
| YTD | +37.0% | -20.6% | +57.6% | +67.2% |
| 1Y | -8.8% | -23.5% | +14.8% | +16.0% |
| 3Y | +44.6% | +14.9% | +29.7% | +29.0% |
| All | +44.6% | +15.7% | +28.9% | +29.0% |
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