+66.7%
SNXX vs XYL
-28.9%
+95.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.0% | -20.7% | -14.9% |
| 7D | -47.8% | +14.5% | -62.3% | -47.3% |
| 30D | -66.0% | -1.3% | -64.7% | -65.7% |
| 3M | -57.5% | -17.0% | -40.5% | -50.8% |
| 6M | -66.7% | -11.3% | -55.4% | -68.9% |
| All | +66.7% | -28.9% | +95.6% | +114.2% |
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 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