-91.0%
SNDQ vs XYL
-16.5%
-74.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.0% | +10.3% | +10.1% |
| 7D | +66.1% | +14.5% | +51.6% | +48.3% |
| 30D | +122.5% | -1.3% | +123.9% | +120.4% |
| 3M | +11.6% | -17.0% | +28.5% | +22.1% |
| 6M | -82.2% | -11.3% | -70.9% | -74.8% |
| All | -91.0% | -16.5% | -74.5% | -88.3% |
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