+148.0%
SN vs XYL
-36.2%
+184.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +1.5% | -3.7% | +5.3% | +3.4% |
| 30D | +21.5% | -8.3% | +29.8% | +24.7% |
| 3M | +20.0% | -21.4% | +41.5% | +36.3% |
| 6M | +119.9% | -12.9% | +132.9% | +130.9% |
| YTD | +102.3% | -30.1% | +132.4% | +134.6% |
| 1Y | +148.0% | -35.2% | +183.1% | +215.4% |
| All | +148.0% | -36.2% | +184.2% | +215.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling