+455.3%
SN vs XYL
-8.6%
+463.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +1.9% |
| 7D | +7.6% | +2.1% | +5.6% | +6.0% |
| 30D | +24.1% | -3.4% | +27.4% | +24.8% |
| 3M | +23.7% | -17.2% | +40.9% | +41.0% |
| 6M | +105.5% | -12.0% | +117.6% | +121.7% |
| YTD | +105.1% | -26.3% | +131.4% | +154.6% |
| 1Y | +148.3% | -33.5% | +181.8% | +239.6% |
| 3Y | +438.7% | +6.4% | +432.3% | +356.1% |
| All | +455.3% | -8.6% | +463.9% | +564.6% |
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