+101.7%
SMR vs XYL
-0.5%
+102.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -8.3% | -3.7% | -4.5% | -5.6% |
| 30D | -20.1% | -8.3% | -11.7% | -18.0% |
| 3M | -52.7% | -21.4% | -31.3% | -43.6% |
| 6M | -61.0% | -12.9% | -48.1% | -59.4% |
| YTD | -67.1% | -30.1% | -37.0% | -57.1% |
| 1Y | -79.9% | -35.2% | -44.7% | -71.2% |
| 3Y | +101.7% | -0.8% | +102.5% | +77.7% |
| All | +101.7% | -0.5% | +102.2% | +77.7% |
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