+4,437.1%
SNDK vs XYL
-16.0%
+4,453.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.9% |
| 7D | -6.1% | +1.2% | -7.3% | -7.3% |
| 30D | +21.5% | -11.9% | +33.4% | +36.9% |
| 3M | -13.2% | -1.5% | -11.6% | -18.0% |
| 6M | +149.2% | -11.9% | +161.1% | +174.0% |
| YTD | +588.1% | -20.6% | +608.7% | +744.8% |
| 1Y | +1,837.5% | -23.5% | +1,861.1% | +2,479.1% |
| All | +4,437.1% | -16.0% | +4,453.1% | +5,432.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling