+2,521.5%
SMCI vs XYL
+459.9%
+2,061.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.6% |
| 7D | +5.2% | +0.8% | +4.4% | +4.6% |
| 30D | +23.7% | -10.8% | +34.6% | +33.0% |
| 3M | -4.2% | -2.5% | -1.7% | -3.3% |
| 6M | +21.7% | -12.2% | +33.9% | +32.0% |
| YTD | +33.0% | -20.1% | +53.1% | +53.1% |
| 1Y | -9.3% | -20.6% | +11.4% | +5.0% |
| 3Y | +38.7% | +17.3% | +21.4% | +27.6% |
| 5Y | +967.2% | -14.5% | +981.7% | +1,056.4% |
| 10Y | +1,745.9% | +150.2% | +1,595.7% | +928.5% |
| All | +2,521.5% | +459.9% | +2,061.6% | +854.5% |
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