+21.7%
SMCI vs XYL
-9.8%
+31.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | +5.2% | +0.8% | +4.4% | +4.6% |
| 30D | +23.7% | -10.8% | +34.6% | +32.8% |
| 3M | -4.2% | -2.5% | -1.7% | -10.0% |
| 6M | +21.7% | -12.2% | +33.9% | +21.2% |
| All | +21.7% | -9.8% | +31.6% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling