+58.7%
SO vs XYL
-14.7%
+73.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.5% |
| 7D | +1.0% | +1.8% | -0.8% | +0.7% |
| 30D | -3.2% | -9.2% | +6.0% | -1.6% |
| 3M | -1.7% | -0.3% | -1.4% | -1.8% |
| 6M | -7.2% | -11.0% | +3.8% | -5.5% |
| YTD | +4.6% | -19.2% | +23.8% | +8.0% |
| 1Y | +1.2% | -21.2% | +22.4% | +5.0% |
| 3Y | +45.3% | +18.6% | +26.7% | +34.6% |
| 5Y | +58.7% | -14.3% | +73.0% | +47.5% |
| All | +58.7% | -14.7% | +73.4% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling