+323.8%
SN vs XYL
+0.2%
+323.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | -1.5% |
| 7D | +0.1% | +1.8% | -1.7% | -1.5% |
| 30D | -5.6% | -9.2% | +3.6% | +2.5% |
| 3M | +48.1% | -0.3% | +48.3% | +47.5% |
| 6M | +57.6% | -11.0% | +68.6% | +73.2% |
| YTD | +56.5% | -19.2% | +75.7% | +85.1% |
| 1Y | +52.6% | -21.2% | +73.8% | +84.4% |
| 3Y | +412.0% | +18.6% | +393.4% | +318.2% |
| All | +323.8% | +0.2% | +323.5% | +383.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling