+447.8%
SN vs XYL
-13.3%
+461.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | +1.5% | -3.7% | +5.3% | +4.4% |
| 30D | +21.5% | -8.3% | +29.8% | +27.0% |
| 3M | +20.0% | -21.4% | +41.5% | +42.3% |
| 6M | +119.9% | -12.9% | +132.9% | +137.4% |
| YTD | +102.3% | -30.1% | +132.4% | +161.0% |
| 1Y | +148.0% | -35.2% | +183.1% | +243.5% |
| 3Y | +450.0% | -0.8% | +450.8% | +392.9% |
| All | +447.8% | -13.3% | +461.1% | +581.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling