+439.5%
SN vs XYL
-9.9%
+449.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.3% |
| 7D | +7.2% | +5.9% | +1.3% | +2.6% |
| 30D | +20.4% | -3.9% | +24.3% | +21.5% |
| 3M | +23.9% | -18.7% | +42.6% | +43.2% |
| 6M | +93.0% | -16.9% | +109.9% | +118.2% |
| YTD | +99.2% | -27.4% | +126.6% | +150.0% |
| 1Y | +142.6% | -34.0% | +176.6% | +233.3% |
| 3Y | +398.8% | +5.6% | +393.2% | +323.7% |
| All | +439.5% | -9.9% | +449.4% | +552.4% |
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 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