+292.1%
SO vs XYL
+449.8%
-157.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -0.2% | -5.0% | +4.9% | +1.1% |
| 30D | -4.6% | -13.2% | +8.6% | -1.3% |
| 3M | -3.0% | -3.7% | +0.7% | -2.4% |
| 6M | -8.3% | -17.7% | +9.4% | -4.2% |
| YTD | +3.5% | -21.5% | +25.1% | +9.1% |
| 1Y | -0.9% | -24.5% | +23.6% | +5.3% |
| 3Y | +45.4% | +6.9% | +38.4% | +38.6% |
| 5Y | +59.6% | -18.1% | +77.7% | +60.8% |
| 10Y | +156.6% | +134.7% | +21.9% | +103.5% |
| All | +292.1% | +449.8% | -157.6% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling