+0.1%
SO vs XYL
-21.6%
+21.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | 0.0% | +0.8% | -0.8% | 0.0% |
| 30D | -2.5% | -10.8% | +8.4% | -1.7% |
| 3M | -4.2% | -2.5% | -1.6% | -3.7% |
| 6M | -7.7% | -12.2% | +4.5% | -7.0% |
| YTD | +3.8% | -20.1% | +23.9% | +4.0% |
| 1Y | +0.1% | -20.6% | +20.7% | -0.1% |
| All | +0.1% | -21.6% | +21.7% | -0.1% |
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