+45.6%
SO vs XYL
+12.6%
+33.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -0.2% | -5.0% | +4.9% | +0.3% |
| 30D | -4.6% | -13.2% | +8.6% | -3.4% |
| 3M | -3.0% | -3.7% | +0.7% | -2.7% |
| 6M | -8.3% | -17.7% | +9.4% | -6.8% |
| YTD | +3.5% | -21.5% | +25.1% | +5.4% |
| 1Y | -0.9% | -24.5% | +23.6% | +1.1% |
| All | +45.6% | +12.6% | +33.0% | +33.5% |
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 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