+10.7%
SNDU vs XYL
-16.0%
+26.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +5.0% | -20.7% | -13.2% |
| 7D | -48.0% | +14.5% | -62.6% | -44.6% |
| 30D | -66.4% | -1.3% | -65.1% | -65.3% |
| 3M | -58.7% | -17.0% | -41.8% | -53.7% |
| 6M | -68.6% | -11.3% | -57.3% | -72.2% |
| All | +10.7% | -16.0% | +26.7% | +11.5% |
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