+433.2%
SNDK vs XYL
-30.7%
+463.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.0% | -12.9% | -8.3% |
| 7D | -26.2% | +14.5% | -40.7% | -27.7% |
| 30D | -39.1% | -1.3% | -37.8% | -39.2% |
| 3M | -27.3% | -17.0% | -10.4% | -19.9% |
| 6M | -17.4% | -11.3% | -6.1% | -17.7% |
| YTD | +337.0% | -25.0% | +362.0% | +368.9% |
| 1Y | +433.2% | -31.5% | +464.7% | +642.8% |
| All | +433.2% | -30.7% | +463.9% | +642.8% |
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